+763.1%
PM vs VALE
+39.3%
+723.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -4.9% | +1.6% | -6.5% | -5.1% |
| 30D | -3.4% | +5.1% | -8.5% | -4.2% |
| 3M | +5.2% | -0.4% | +5.6% | +5.0% |
| 6M | +3.7% | -2.2% | +5.9% | +3.6% |
| YTD | +15.8% | +20.5% | -4.8% | +11.6% |
| 1Y | +17.4% | +61.2% | -43.8% | +7.8% |
| 3Y | +116.9% | +43.1% | +73.8% | +100.5% |
| 5Y | +117.3% | +34.0% | +83.4% | +97.7% |
| 10Y | +193.8% | +469.7% | -275.9% | +95.7% |
| All | +763.1% | +39.3% | +723.9% | +463.2% |
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