+489.2%
VALE vs PBR
+697.0%
-207.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -0.3% | +5.4% | -5.6% | -2.8% |
| 30D | +8.6% | +22.9% | -14.2% | -1.8% |
| 3M | +2.0% | +19.6% | -17.7% | -7.2% |
| 6M | +2.1% | +16.5% | -14.4% | -7.0% |
| YTD | +20.2% | +86.7% | -66.4% | -13.4% |
| 1Y | +55.2% | +74.7% | -19.6% | +14.9% |
| 3Y | +45.9% | +102.6% | -56.7% | -3.0% |
| 5Y | +41.4% | +566.6% | -525.2% | -52.0% |
| All | +489.2% | +697.0% | -207.7% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling