+1,761.8%
VALE vs PAAS
+1,024.5%
+737.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.4% | +2.3% |
| 7D | +5.6% | +8.8% | -3.3% | +2.7% |
| 30D | -12.1% | -8.5% | -3.7% | -9.9% |
| 3M | -16.3% | -17.0% | +0.7% | -11.8% |
| 6M | -26.0% | -27.9% | +1.9% | -19.1% |
| YTD | -5.5% | -17.5% | +12.0% | -2.4% |
| 1Y | +6.7% | +22.8% | -16.1% | -3.9% |
| 3Y | +10.2% | +224.2% | -214.1% | -32.4% |
| 5Y | +49.7% | +73.6% | -23.9% | +7.8% |
| 10Y | +222.3% | +186.4% | +35.9% | +59.5% |
| All | +1,761.8% | +1,024.5% | +737.3% | +594.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling