+1,831.6%
PWR vs VALE
+204.8%
+1,626.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +11.3% | -3.2% | +14.5% | +12.4% |
| 30D | -8.9% | -15.1% | +6.2% | -4.8% |
| 3M | -10.5% | -18.7% | +8.2% | -5.6% |
| 6M | -22.2% | -31.5% | +9.3% | -13.8% |
| YTD | +42.7% | -11.4% | +54.2% | +46.5% |
| 1Y | +41.1% | -1.9% | +43.0% | +40.6% |
| 3Y | +242.7% | +1.7% | +241.1% | +232.3% |
| 5Y | +418.5% | +35.4% | +383.1% | +341.9% |
| All | +1,831.6% | +204.8% | +1,626.8% | +1,260.8% |
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