+491.2%
VALE vs PBF
+367.4%
+123.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.2% |
| 7D | -0.2% | +2.3% | -2.5% | -0.6% |
| 30D | +9.7% | +11.6% | -1.8% | +7.1% |
| 3M | +5.3% | +81.7% | -76.5% | -7.5% |
| 6M | +0.5% | +96.4% | -95.9% | -14.6% |
| YTD | +20.6% | +189.5% | -168.9% | -6.6% |
| 1Y | +57.6% | +180.7% | -123.1% | +21.3% |
| 3Y | +50.6% | +56.6% | -6.1% | +25.1% |
| 5Y | +41.8% | +802.0% | -760.1% | -25.2% |
| All | +491.2% | +367.4% | +123.7% | +193.9% |
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