+158.8%
PGR vs VALE
+40.3%
+118.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +4.9% | +8.6% | -3.7% | +4.4% |
| 3M | +7.6% | +2.0% | +5.7% | +7.5% |
| 6M | +8.3% | +2.1% | +6.1% | +7.9% |
| YTD | +1.7% | +20.2% | -18.5% | -0.1% |
| 1Y | -6.8% | +55.2% | -62.0% | -10.5% |
| 3Y | +73.4% | +45.9% | +27.6% | +66.3% |
| All | +158.8% | +40.3% | +118.5% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling