+133.3%
PSX vs VALE
+45.8%
+87.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | +15.8% | +9.7% | +6.1% | +13.5% |
| 3M | +43.0% | +5.3% | +37.7% | +41.0% |
| 6M | +61.1% | +0.5% | +60.5% | +59.1% |
| YTD | +104.5% | +20.6% | +83.9% | +88.4% |
| 1Y | +102.5% | +57.6% | +44.9% | +69.5% |
| All | +133.3% | +45.8% | +87.4% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling