-12.3%
PYPL vs VALE
-1.6%
-10.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.9% |
| 7D | -1.1% | -1.5% | +0.4% | -1.0% |
| 30D | +3.8% | -15.6% | +19.4% | +4.1% |
| 3M | -1.3% | -19.5% | +18.3% | -0.7% |
| 6M | +29.0% | -31.9% | +60.9% | +29.2% |
| YTD | +0.7% | -11.0% | +11.7% | -4.4% |
| 1Y | -12.3% | -2.1% | -10.2% | -19.2% |
| All | -12.3% | -1.6% | -10.6% | -19.2% |
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