-6.1%
VALE vs PCOR
-10.3%
+4.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.8% | +22.7% | -21.0% | -0.7% |
| 30D | -14.8% | +37.5% | -52.3% | -18.0% |
| 3M | -19.0% | +35.2% | -54.2% | -22.1% |
| 6M | -27.7% | +42.2% | -69.9% | -31.1% |
| YTD | -8.5% | +3.6% | -12.1% | -9.7% |
| 1Y | +2.6% | -4.8% | +7.4% | +2.6% |
| 3Y | +4.0% | +48.3% | -44.3% | -5.0% |
| 5Y | +51.2% | -20.1% | +71.3% | +40.7% |
| All | -6.1% | -10.3% | +4.2% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling