+523.0%
PG vs VALE
+2,268.8%
-1,745.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +0.8% | +8.6% | -7.8% | -0.2% |
| 3M | -1.3% | +2.0% | -3.3% | -1.7% |
| 6M | -3.8% | +2.1% | -5.9% | -4.3% |
| YTD | +3.6% | +20.2% | -16.6% | +0.9% |
| 1Y | -5.7% | +55.2% | -60.9% | -11.0% |
| 3Y | +1.6% | +45.9% | -44.3% | -4.3% |
| 5Y | +14.6% | +41.4% | -26.8% | +6.1% |
| 10Y | +121.2% | +513.1% | -391.9% | +61.7% |
| All | +523.0% | +2,268.8% | -1,745.8% | +302.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling