+63.8%
PYPL vs VALE
+342.9%
-279.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.2% | +1.3% | -2.5% | -1.5% |
| 30D | +6.1% | -14.3% | +20.5% | +9.8% |
| 3M | +1.1% | -16.8% | +17.9% | +5.2% |
| 6M | +32.7% | -30.2% | +63.0% | +43.4% |
| YTD | +2.8% | -8.6% | +11.4% | +3.1% |
| 1Y | -10.8% | +1.6% | -12.4% | -12.8% |
| 3Y | +9.8% | +4.1% | +5.7% | +5.5% |
| 5Y | -70.2% | +38.7% | -108.9% | -73.9% |
| 10Y | +50.1% | +214.6% | -164.5% | +9.1% |
| All | +63.8% | +342.9% | -279.1% | +12.6% |
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