+8.9%
PH vs VALE
-30.9%
+39.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.3% |
| 7D | +7.4% | -1.5% | +8.8% | +7.5% |
| 30D | +0.5% | -15.6% | +16.1% | +3.0% |
| 3M | -10.2% | -19.5% | +9.3% | -7.6% |
| 6M | +8.9% | -31.9% | +40.8% | +13.2% |
| All | +8.9% | -30.9% | +39.9% | +13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling