+411.1%
PWR vs VALE
+35.2%
+375.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +11.3% | -3.2% | +14.5% | +12.2% |
| 30D | -8.9% | -15.1% | +6.2% | -5.3% |
| 3M | -10.5% | -18.7% | +8.2% | -6.2% |
| 6M | -22.2% | -31.5% | +9.3% | -15.0% |
| YTD | +42.7% | -11.4% | +54.2% | +46.7% |
| 1Y | +41.1% | -1.9% | +43.0% | +41.8% |
| 3Y | +242.7% | +1.7% | +241.1% | +235.8% |
| All | +411.1% | +35.2% | +375.9% | +363.8% |
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 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