+44.9%
VALE vs PEGA
-47.9%
+92.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +2.2% |
| 7D | +2.9% | -2.4% | +5.3% | +3.1% |
| 30D | +8.8% | +9.6% | -0.8% | +8.1% |
| 3M | +6.8% | +2.3% | +4.4% | +6.4% |
| 6M | +6.9% | -23.9% | +30.8% | +8.7% |
| YTD | +22.8% | -39.8% | +62.6% | +27.1% |
| 1Y | +61.3% | -37.4% | +98.7% | +65.9% |
| 3Y | +53.3% | +53.1% | +0.2% | +40.5% |
| 5Y | +44.9% | -47.2% | +92.1% | +68.2% |
| All | +44.9% | -47.9% | +92.8% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling