+38.3%
PLD vs VALE
+1.2%
+37.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +1.3% | -3.2% | +4.5% | +2.1% |
| 30D | -1.4% | -15.1% | +13.7% | +2.6% |
| 3M | -8.2% | -18.7% | +10.5% | -3.7% |
| 6M | -8.0% | -31.5% | +23.5% | +0.8% |
| YTD | +3.2% | -11.4% | +14.6% | +3.7% |
| 1Y | +7.0% | -1.9% | +8.9% | +3.9% |
| 3Y | +38.3% | +1.7% | +36.6% | +29.1% |
| All | +38.3% | +1.2% | +37.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling