+298.3%
PSX vs VALE
+38.6%
+259.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | -8.1% | -14.3% | +6.3% | -4.1% |
| 3M | +15.9% | -16.8% | +32.7% | +21.7% |
| 6M | +49.4% | -30.2% | +79.6% | +64.7% |
| YTD | +104.7% | -8.6% | +113.3% | +102.5% |
| 1Y | +89.1% | +1.6% | +87.5% | +79.9% |
| 3Y | +151.7% | +4.1% | +147.7% | +132.0% |
| 5Y | +298.3% | +38.7% | +259.6% | +210.9% |
| All | +298.3% | +38.6% | +259.8% | +210.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling