+43.2%
VALE vs PBF
+817.4%
-774.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -1.8% | +1.4% | -3.2% | -2.0% |
| 30D | +6.7% | +15.8% | -9.2% | +4.1% |
| 3M | +4.9% | +90.3% | -85.4% | -5.6% |
| 6M | +3.6% | +102.8% | -99.2% | -9.3% |
| YTD | +21.9% | +187.3% | -165.5% | -0.9% |
| 1Y | +61.6% | +161.8% | -100.3% | +32.0% |
| 3Y | +52.1% | +55.5% | -3.3% | +32.2% |
| 5Y | +43.2% | +801.9% | -758.7% | -20.0% |
| All | +43.2% | +817.4% | -774.2% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling