+37.8%
VALE vs PAAS
+48.6%
-10.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -3.2% | -8.9% | +5.7% | -0.6% |
| 30D | -15.1% | -11.4% | -3.7% | -12.3% |
| 3M | -18.7% | -20.4% | +1.7% | -13.8% |
| 6M | -31.5% | -40.7% | +9.2% | -21.7% |
| YTD | -11.4% | -26.9% | +15.5% | -5.4% |
| 1Y | -1.9% | -3.1% | +1.2% | -3.1% |
| 3Y | +1.7% | +199.3% | -197.6% | -31.4% |
| All | +37.8% | +48.6% | -10.8% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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