+99.6%
PSX vs VALE
+60.7%
+38.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +4.5% | +1.6% | +2.9% | +4.6% |
| 30D | +26.6% | +5.1% | +21.5% | +26.9% |
| 3M | +39.3% | -0.4% | +39.7% | +39.9% |
| 6M | +56.8% | -2.2% | +59.0% | +57.0% |
| YTD | +101.8% | +20.5% | +81.3% | +89.8% |
| 1Y | +99.6% | +61.2% | +38.4% | +81.0% |
| All | +99.6% | +60.7% | +38.9% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling