+489.2%
VALE vs PEGA
+184.6%
+304.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -0.3% | -3.0% | +2.7% | +0.3% |
| 30D | +8.6% | +15.9% | -7.3% | +5.5% |
| 3M | +2.0% | +10.8% | -8.9% | -1.0% |
| 6M | +2.1% | -16.5% | +18.6% | +4.3% |
| YTD | +20.2% | -39.0% | +59.2% | +29.7% |
| 1Y | +55.2% | -37.3% | +92.4% | +65.3% |
| 3Y | +45.9% | +59.2% | -13.3% | +14.9% |
| 5Y | +41.4% | -44.9% | +86.3% | +56.1% |
| All | +489.2% | +184.6% | +304.6% | +226.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling