-16.4%
PINS vs VALE
+118.7%
-135.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -12.0% | +1.6% | -13.6% | -12.5% |
| 30D | -12.7% | +5.1% | -17.8% | -14.1% |
| 3M | -5.5% | -0.4% | -5.1% | -5.9% |
| 6M | +5.3% | -2.2% | +7.5% | +4.8% |
| YTD | -21.2% | +20.5% | -41.7% | -27.5% |
| 1Y | -45.0% | +61.2% | -106.2% | -54.4% |
| 3Y | -26.2% | +43.1% | -69.4% | -37.5% |
| 5Y | -64.0% | +34.0% | -97.9% | -70.4% |
| All | -16.4% | +118.7% | -135.0% | -55.9% |
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