+376.3%
PSX vs VALE
+528.4%
-152.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.5% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | +15.8% | +9.7% | +6.1% | +11.9% |
| 3M | +43.0% | +5.3% | +37.7% | +39.5% |
| 6M | +61.1% | +0.5% | +60.5% | +58.1% |
| YTD | +104.5% | +20.6% | +83.9% | +86.3% |
| 1Y | +102.5% | +57.6% | +44.9% | +66.5% |
| 3Y | +133.5% | +50.6% | +82.9% | +90.9% |
| 5Y | +367.0% | +41.8% | +325.1% | +274.1% |
| All | +376.3% | +528.4% | -152.1% | +144.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling