-31.9%
VALE vs PBF
+66.7%
-98.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.6% |
| 7D | -1.5% | +3.8% | -5.3% | -1.4% |
| 30D | -15.6% | -22.2% | +6.5% | -16.0% |
| 3M | -19.5% | +1.3% | -20.8% | -19.4% |
| 6M | -31.9% | +69.0% | -100.9% | -30.8% |
| All | -31.9% | +66.7% | -98.6% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling