+125.1%
PM vs VALE
+41.9%
+83.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -1.3% | +2.9% | -4.2% | -1.6% |
| 30D | -2.6% | +8.8% | -11.3% | -3.3% |
| 3M | +5.8% | +6.8% | -1.0% | +5.0% |
| 6M | +10.6% | +6.9% | +3.6% | +9.6% |
| YTD | +17.2% | +22.8% | -5.7% | +14.6% |
| 1Y | +17.6% | +61.3% | -43.6% | +12.0% |
| 3Y | +124.3% | +53.3% | +70.9% | +112.9% |
| 5Y | +125.1% | +44.9% | +80.2% | +115.8% |
| All | +125.1% | +41.9% | +83.2% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling