+67.1%
PWR vs VALE
+57.8%
+9.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.5% | +5.3% |
| 7D | +4.2% | -0.3% | +4.5% | +4.3% |
| 30D | -4.0% | +8.6% | -12.7% | -7.5% |
| 3M | -4.8% | +2.0% | -6.8% | -5.7% |
| 6M | +14.6% | +2.1% | +12.5% | +13.1% |
| YTD | +54.2% | +20.2% | +34.0% | +42.2% |
| 1Y | +67.1% | +55.2% | +12.0% | +40.7% |
| All | +67.1% | +57.8% | +9.3% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling