+46.4%
VALE vs PEGA
-46.7%
+93.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.5% | -3.3% |
| 7D | +5.5% | -8.2% | +13.7% | +5.9% |
| 30D | -15.0% | -11.6% | -3.4% | -14.4% |
| 3M | -20.0% | -4.2% | -15.9% | -20.0% |
| 6M | -28.4% | -12.0% | -16.4% | -28.1% |
| YTD | -8.6% | -46.9% | +38.3% | -4.9% |
| 1Y | +2.0% | -47.0% | +48.9% | +5.9% |
| 3Y | +4.1% | +40.9% | -36.8% | -3.9% |
| 5Y | +46.4% | -45.4% | +91.8% | +61.2% |
| All | +46.4% | -46.7% | +93.1% | +61.2% |
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