+206.4%
VALE vs PEGA
+94.9%
+111.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.0% |
| 7D | -1.5% | -4.6% | +3.1% | -0.7% |
| 30D | -15.6% | -6.8% | -8.8% | -14.8% |
| 3M | -19.5% | +2.6% | -22.1% | -20.4% |
| 6M | -31.9% | -5.4% | -26.5% | -32.3% |
| YTD | -11.0% | -46.0% | +35.1% | -2.1% |
| 1Y | -2.1% | -45.6% | +43.5% | +7.2% |
| 3Y | +1.4% | +43.2% | -41.8% | -19.3% |
| 5Y | +36.2% | -45.3% | +81.4% | +46.5% |
| All | +206.4% | +94.9% | +111.5% | +83.6% |
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