+3,602.3%
PWR vs VALE
+2,275.1%
+1,327.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +3.6% | +1.6% | +2.0% | +2.9% |
| 30D | -8.6% | +5.1% | -13.7% | -10.5% |
| 3M | -13.2% | -0.4% | -12.8% | -13.2% |
| 6M | +9.9% | -2.2% | +12.1% | +10.4% |
| YTD | +48.0% | +20.5% | +27.5% | +36.8% |
| 1Y | +66.2% | +61.2% | +5.0% | +37.6% |
| 3Y | +195.1% | +43.1% | +152.0% | +148.7% |
| 5Y | +442.6% | +34.0% | +408.6% | +339.6% |
| 10Y | +2,334.2% | +469.7% | +1,864.6% | +845.3% |
| All | +3,602.3% | +2,275.1% | +1,327.2% | +580.7% |
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 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