+43.0%
VALE vs PBF
+285.5%
-242.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.9% |
| 7D | -1.5% | +3.8% | -5.3% | -2.3% |
| 30D | -15.6% | -22.2% | +6.5% | -11.7% |
| 3M | -19.5% | +1.3% | -20.8% | -20.8% |
| 6M | -31.9% | +69.0% | -100.9% | -40.6% |
| YTD | -11.0% | +166.5% | -177.4% | -31.8% |
| 1Y | -2.1% | +88.1% | -90.2% | -19.3% |
| 3Y | +1.4% | +77.9% | -76.6% | -20.1% |
| 5Y | +36.2% | +413.0% | -376.9% | -21.8% |
| 10Y | +206.4% | +261.4% | -55.0% | +45.2% |
| All | +43.0% | +285.5% | -242.5% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling