-2.2%
VALE vs PAAS
-18.3%
+16.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.6% |
| 7D | +1.6% | -2.9% | +4.5% | +2.6% |
| 30D | +5.1% | +6.8% | -1.7% | +1.9% |
| 3M | -0.4% | -2.9% | +2.5% | -0.2% |
| 6M | -2.2% | -16.4% | +14.2% | +4.8% |
| All | -2.2% | -18.3% | +16.1% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling