+250.3%
PH vs VALE
+40.1%
+210.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.8% |
| 3M | +6.9% | +5.3% | +1.7% | +5.3% |
| 6M | -1.3% | +0.5% | -1.8% | -1.9% |
| YTD | +7.0% | +20.6% | -13.7% | +1.4% |
| 1Y | +23.1% | +57.6% | -34.5% | +9.2% |
| 3Y | +135.4% | +50.6% | +84.8% | +107.2% |
| 5Y | +250.3% | +41.8% | +208.5% | +215.4% |
| All | +250.3% | +40.1% | +210.2% | +215.4% |
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