+2,275.1%
VALE vs PAAS
+1,262.9%
+1,012.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.5% |
| 7D | +1.6% | -2.9% | +4.5% | +2.5% |
| 30D | +5.1% | +6.8% | -1.7% | +2.5% |
| 3M | -0.4% | -2.9% | +2.5% | -0.3% |
| 6M | -2.2% | -16.4% | +14.2% | +2.1% |
| YTD | +20.5% | 0.0% | +20.5% | +17.6% |
| 1Y | +61.2% | +54.3% | +6.9% | +34.6% |
| 3Y | +43.1% | +230.7% | -187.5% | -12.7% |
| 5Y | +34.0% | +111.6% | -77.7% | -9.2% |
| 10Y | +469.7% | +211.7% | +258.0% | +176.6% |
| All | +2,275.1% | +1,262.9% | +1,012.2% | +736.4% |
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