+3.7%
VALE vs PEGA
-44.4%
+48.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -0.3% | -2.9% | +2.5% | -0.6% |
| 30D | -19.2% | -0.5% | -18.7% | -19.2% |
| 3M | -20.7% | +8.5% | -29.2% | -19.9% |
| 6M | -25.8% | -6.3% | -19.5% | -25.2% |
| YTD | -9.8% | -42.2% | +32.4% | -11.1% |
| 1Y | +3.7% | -43.4% | +47.1% | +4.1% |
| All | +3.7% | -44.4% | +48.1% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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