+23.1%
PH vs VALE
+57.7%
-34.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -11.8% | +9.7% | -21.5% | -13.5% |
| 3M | +6.9% | +5.3% | +1.7% | +5.5% |
| 6M | -1.3% | +0.5% | -1.8% | -1.9% |
| YTD | +7.0% | +20.6% | -13.7% | +2.7% |
| 1Y | +23.1% | +57.6% | -34.5% | +11.3% |
| All | +23.1% | +57.7% | -34.6% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling