+2.0%
VALE vs PCOR
-4.6%
+6.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | +5.5% | +20.7% | -15.3% | +6.3% |
| 30D | -15.0% | +35.7% | -50.6% | -13.5% |
| 3M | -20.0% | +31.1% | -51.1% | -18.8% |
| 6M | -28.4% | +43.1% | -71.5% | -26.5% |
| YTD | -8.6% | +4.8% | -13.4% | -3.6% |
| 1Y | +2.0% | -3.7% | +5.6% | +9.9% |
| All | +2.0% | -4.6% | +6.5% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling