-22.3%
PINS vs VALE
+66.0%
-88.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.6% |
| 7D | -2.1% | +1.8% | -3.8% | -2.6% |
| 30D | -6.6% | -14.8% | +8.2% | -2.1% |
| 3M | -18.7% | -19.0% | +0.3% | -13.8% |
| 6M | -10.4% | -27.7% | +17.3% | -2.0% |
| YTD | -26.8% | -8.5% | -18.3% | -27.0% |
| 1Y | -27.9% | +2.6% | -30.5% | -30.9% |
| 3Y | -38.7% | +4.0% | -42.7% | -42.8% |
| 5Y | -59.0% | +51.2% | -110.2% | -68.9% |
| All | -22.3% | +66.0% | -88.3% | -55.6% |
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