+367.0%
PSX vs VALE
+40.1%
+326.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | +15.8% | +9.7% | +6.1% | +12.6% |
| 3M | +43.0% | +5.3% | +37.7% | +40.1% |
| 6M | +61.1% | +0.5% | +60.5% | +58.5% |
| YTD | +104.5% | +20.6% | +83.9% | +87.6% |
| 1Y | +102.5% | +57.6% | +44.9% | +68.5% |
| 3Y | +133.5% | +50.6% | +82.9% | +92.8% |
| 5Y | +367.0% | +41.8% | +325.1% | +286.4% |
| All | +367.0% | +40.1% | +326.8% | +286.4% |
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 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