+1,088.5%
PLD vs VALE
+2,275.1%
-1,186.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | -2.4% | +1.6% | -4.0% | -3.0% |
| 30D | -2.4% | +5.1% | -7.6% | -4.2% |
| 3M | -3.8% | -0.4% | -3.4% | -4.2% |
| 6M | 0.0% | -2.2% | +2.2% | -0.1% |
| YTD | +9.2% | +20.5% | -11.3% | +1.2% |
| 1Y | +25.9% | +61.2% | -35.3% | +5.8% |
| 3Y | +21.3% | +43.1% | -21.8% | +4.0% |
| 5Y | +14.1% | +34.0% | -19.8% | -5.6% |
| 10Y | +237.9% | +469.7% | -231.8% | +37.2% |
| All | +1,088.5% | +2,275.1% | -1,186.6% | +287.4% |
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