-9.1%
VALE vs PCOR
-7.6%
-1.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -3.2% | +3.0% | -6.2% | -3.5% |
| 30D | -15.1% | +38.7% | -53.7% | -18.3% |
| 3M | -18.7% | +24.9% | -43.5% | -21.0% |
| 6M | -31.5% | +68.8% | -100.2% | -36.0% |
| YTD | -11.4% | +6.7% | -18.1% | -12.8% |
| 1Y | -1.9% | +3.0% | -4.8% | -2.9% |
| 3Y | +1.7% | +48.6% | -46.9% | -7.0% |
| 5Y | +35.4% | -12.7% | +48.1% | +25.2% |
| All | -9.1% | -7.6% | -1.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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