+96.9%
PSX vs VALE
+3.0%
+93.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.6% | -4.4% |
| 7D | -5.2% | -0.3% | -4.8% | -5.1% |
| 30D | -3.7% | -19.2% | +15.5% | -4.4% |
| 3M | +26.8% | -20.7% | +47.5% | +25.9% |
| 6M | +47.3% | -25.8% | +73.1% | +46.5% |
| YTD | +105.4% | -9.8% | +115.2% | +91.9% |
| 1Y | +96.9% | +3.7% | +93.2% | +76.0% |
| All | +96.9% | +3.0% | +93.9% | +76.0% |
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