+159.5%
PM vs VALE
+48.9%
+110.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.7% | -2.7% |
| 7D | -7.3% | +5.6% | -12.8% | -7.7% |
| 30D | -4.0% | -12.1% | +8.1% | -3.0% |
| 3M | +2.7% | -16.3% | +19.1% | +4.2% |
| 6M | +14.9% | -26.0% | +40.8% | +17.8% |
| YTD | +23.5% | -5.5% | +29.0% | +23.6% |
| 1Y | +30.4% | +6.7% | +23.7% | +28.8% |
| 3Y | +143.2% | +10.2% | +133.1% | +137.8% |
| 5Y | +159.5% | +49.7% | +109.7% | +137.9% |
| All | +159.5% | +48.9% | +110.6% | +137.9% |
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