+44.3%
VALE vs PCOR
-14.4%
+58.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.1% |
| 7D | +1.6% | -9.0% | +10.6% | +2.4% |
| 30D | +5.1% | +4.2% | +1.0% | +4.6% |
| 3M | -0.4% | +14.4% | -14.8% | -1.7% |
| 6M | -2.2% | +0.2% | -2.4% | -2.7% |
| YTD | +20.5% | -20.3% | +40.8% | +24.0% |
| 1Y | +61.2% | -16.1% | +77.3% | +63.8% |
| All | +44.3% | -14.4% | +58.7% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling