+1,129.2%
PSX vs VALE
+29.2%
+1,100.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | +15.9% | -16.8% | +32.7% | +21.6% |
| 6M | +49.4% | -30.2% | +79.6% | +63.8% |
| YTD | +104.7% | -8.6% | +113.3% | +105.1% |
| 1Y | +89.1% | +1.6% | +87.5% | +83.5% |
| 3Y | +151.7% | +4.1% | +147.7% | +139.1% |
| 5Y | +298.3% | +38.7% | +259.6% | +239.5% |
| 10Y | +357.1% | +214.6% | +142.5% | +206.0% |
| All | +1,129.2% | +29.2% | +1,100.0% | +754.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling