+361.6%
PSX vs VALE
+204.8%
+156.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +7.8% | -3.2% | +11.0% | +9.0% |
| 30D | -10.9% | -15.1% | +4.2% | -5.9% |
| 3M | +14.5% | -18.7% | +33.2% | +22.4% |
| 6M | +56.1% | -31.5% | +87.6% | +76.1% |
| YTD | +109.6% | -11.4% | +121.0% | +111.5% |
| 1Y | +95.5% | -1.9% | +97.4% | +89.6% |
| 3Y | +156.2% | +1.7% | +154.5% | +140.2% |
| 5Y | +310.0% | +35.4% | +274.6% | +229.5% |
| All | +361.6% | +204.8% | +156.8% | +193.2% |
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