+2,521.4%
PWR vs VALE
+526.3%
+1,995.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.5% | +5.2% |
| 7D | +4.2% | -0.3% | +4.5% | +4.3% |
| 30D | -4.0% | +8.6% | -12.7% | -6.5% |
| 3M | -4.8% | +2.0% | -6.8% | -5.5% |
| 6M | +14.6% | +2.1% | +12.5% | +13.7% |
| YTD | +54.2% | +20.2% | +34.0% | +45.6% |
| 1Y | +67.1% | +55.2% | +12.0% | +46.8% |
| 3Y | +218.5% | +45.9% | +172.6% | +179.6% |
| 5Y | +466.3% | +41.4% | +424.9% | +379.8% |
| All | +2,521.4% | +526.3% | +1,995.1% | +1,372.9% |
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 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