+2,301.5%
VALE vs PBR
+1,660.7%
+640.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | -1.8% | +0.3% | -2.2% | -2.1% |
| 30D | +6.7% | +17.5% | -10.9% | -3.8% |
| 3M | +4.9% | +20.9% | -16.0% | -7.8% |
| 6M | +3.6% | +20.2% | -16.7% | -10.3% |
| YTD | +21.9% | +84.3% | -62.4% | -19.3% |
| 1Y | +61.6% | +77.1% | -15.5% | +8.8% |
| 3Y | +52.1% | +100.8% | -48.7% | -9.9% |
| 5Y | +43.2% | +556.1% | -512.9% | -63.8% |
| 10Y | +521.5% | +676.1% | -154.5% | +2.3% |
| All | +2,301.5% | +1,660.7% | +640.9% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling