-31.5%
VALE vs PEG
-1.1%
-30.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.9% |
| 7D | -3.2% | +4.5% | -7.7% | -4.3% |
| 30D | -15.1% | +7.5% | -22.6% | -16.5% |
| 3M | -18.7% | +0.8% | -19.5% | -18.8% |
| 6M | -31.5% | 0.0% | -31.5% | -32.0% |
| All | -31.5% | -1.1% | -30.4% | -32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling