+2,275.1%
VALE vs PEG
+745.0%
+1,530.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.6% | +0.7% | +0.9% | +1.1% |
| 30D | +5.1% | -2.4% | +7.6% | +6.6% |
| 3M | -0.4% | -4.8% | +4.4% | +2.4% |
| 6M | -2.2% | -10.7% | +8.5% | +4.5% |
| YTD | +20.5% | -6.7% | +27.2% | +24.9% |
| 1Y | +61.2% | -6.8% | +68.0% | +66.5% |
| 3Y | +43.1% | +34.5% | +8.7% | +12.1% |
| 5Y | +34.0% | +35.8% | -1.8% | +1.1% |
| 10Y | +469.7% | +141.7% | +327.9% | +161.9% |
| All | +2,275.1% | +745.0% | +1,530.1% | +539.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling