+2.2%
VALE vs PBF
+78.4%
-76.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.7% |
| 7D | -1.5% | +3.8% | -5.3% | -1.7% |
| 30D | -15.6% | -22.2% | +6.5% | -14.4% |
| 3M | -19.5% | +1.3% | -20.8% | -19.9% |
| 6M | -31.9% | +69.0% | -100.9% | -34.9% |
| YTD | -11.0% | +166.5% | -177.4% | -21.3% |
| 1Y | -2.1% | +88.1% | -90.2% | -9.3% |
| All | +2.2% | +78.4% | -76.2% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling