+1,034.2%
PLD vs VALE
+1,701.1%
-667.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.0% | +1.3% | -2.3% | -1.5% |
| 30D | -1.8% | -14.3% | +12.5% | +3.0% |
| 3M | -6.0% | -16.8% | +10.8% | -0.7% |
| 6M | -8.4% | -30.2% | +21.9% | +2.1% |
| YTD | +4.2% | -8.6% | +12.8% | +5.3% |
| 1Y | +6.2% | +1.6% | +4.6% | +3.5% |
| 3Y | +37.0% | +4.1% | +32.9% | +30.1% |
| 5Y | +1.2% | +38.7% | -37.5% | -17.4% |
| 10Y | +272.2% | +214.6% | +57.6% | +88.1% |
| All | +1,034.2% | +1,701.1% | -667.0% | +303.2% |
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 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