+3.7%
VALE vs PEG
-6.2%
+9.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.0% |
| 7D | -0.3% | +1.0% | -1.4% | -0.6% |
| 30D | -19.2% | +6.6% | -25.8% | -20.7% |
| 3M | -20.7% | -3.1% | -17.6% | -19.9% |
| 6M | -25.8% | -7.4% | -18.4% | -24.1% |
| YTD | -9.8% | -6.4% | -3.3% | -7.6% |
| 1Y | +3.7% | -7.4% | +11.1% | +5.8% |
| All | +3.7% | -6.2% | +9.9% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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