+4,270.1%
PH vs VALE
+1,654.5%
+2,615.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.7% |
| 7D | +7.4% | -1.5% | +8.8% | +7.9% |
| 30D | +0.5% | -15.6% | +16.1% | +6.0% |
| 3M | -10.2% | -19.5% | +9.3% | -4.1% |
| 6M | +8.9% | -31.9% | +40.8% | +22.5% |
| YTD | +9.7% | -11.0% | +20.6% | +11.9% |
| 1Y | +12.8% | -2.1% | +14.9% | +11.5% |
| 3Y | +134.6% | +1.4% | +133.2% | +124.7% |
| 5Y | +204.5% | +36.2% | +168.4% | +151.0% |
| 10Y | +697.5% | +206.4% | +491.1% | +358.6% |
| All | +4,270.1% | +1,654.5% | +2,615.7% | +1,136.6% |
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