+821.1%
PM vs VALE
+9.2%
+811.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.7% | -2.9% |
| 7D | -7.3% | +5.6% | -12.8% | -8.1% |
| 30D | -4.0% | -12.1% | +8.1% | -2.2% |
| 3M | +2.7% | -16.3% | +19.1% | +5.4% |
| 6M | +14.9% | -26.0% | +40.8% | +19.8% |
| YTD | +23.5% | -5.5% | +29.0% | +23.5% |
| 1Y | +30.4% | +6.7% | +23.7% | +27.7% |
| 3Y | +143.2% | +10.2% | +133.1% | +134.1% |
| 5Y | +159.5% | +49.7% | +109.7% | +131.0% |
| 10Y | +234.7% | +222.3% | +12.4% | +144.7% |
| All | +821.1% | +9.2% | +811.9% | +523.1% |
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