+204.8%
VALE vs PBF
+260.7%
-55.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -3.2% | +6.5% | -9.6% | -4.4% |
| 30D | -15.1% | -20.0% | +4.9% | -11.8% |
| 3M | -18.7% | -3.3% | -15.4% | -19.1% |
| 6M | -31.5% | +76.8% | -108.3% | -40.3% |
| YTD | -11.4% | +168.9% | -180.4% | -31.2% |
| 1Y | -1.9% | +96.4% | -98.2% | -18.9% |
| 3Y | +1.7% | +77.2% | -75.5% | -18.7% |
| 5Y | +35.4% | +417.7% | -382.3% | -20.0% |
| All | +204.8% | +260.7% | -55.9% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling