+208.8%
PM vs VALE
+528.4%
-319.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +1.9% | +9.7% | -7.8% | +0.5% |
| 3M | +4.6% | +5.3% | -0.7% | +3.6% |
| 6M | +11.7% | +0.5% | +11.1% | +11.1% |
| YTD | +20.4% | +20.6% | -0.3% | +16.3% |
| 1Y | +19.0% | +57.6% | -38.6% | +10.2% |
| 3Y | +130.4% | +50.6% | +79.8% | +112.2% |
| 5Y | +131.5% | +41.8% | +89.6% | +109.6% |
| All | +208.8% | +528.4% | -319.6% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling