+93.6%
VALE vs PBF
+303.9%
-210.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | +1.6% | +4.3% | -2.7% | +0.7% |
| 30D | +5.1% | +22.0% | -16.9% | +0.4% |
| 3M | -0.4% | +74.5% | -74.9% | -12.7% |
| 6M | -2.2% | +67.7% | -69.9% | -15.3% |
| YTD | +20.5% | +179.2% | -158.6% | -7.6% |
| 1Y | +61.2% | +170.0% | -108.8% | +22.7% |
| 3Y | +43.1% | +66.4% | -23.2% | +15.5% |
| 5Y | +34.0% | +764.5% | -730.5% | -32.0% |
| 10Y | +469.7% | +358.5% | +111.2% | +152.7% |
| All | +93.6% | +303.9% | -210.3% | -18.4% |
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