+39.0%
PYPL vs VALE
+528.4%
-489.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -9.4% | +9.7% | -19.2% | -11.7% |
| 3M | +31.3% | +5.3% | +26.0% | +29.1% |
| 6M | +19.1% | +0.5% | +18.5% | +18.2% |
| YTD | -7.9% | +20.6% | -28.5% | -14.2% |
| 1Y | -17.9% | +57.6% | -75.5% | -29.3% |
| 3Y | -11.6% | +50.6% | -62.2% | -23.9% |
| 5Y | -81.0% | +41.8% | -122.9% | -84.1% |
| All | +39.0% | +528.4% | -489.4% | -10.5% |
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