+1,701.1%
VALE vs PEGA
+1,672.3%
+28.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.5% | -3.5% |
| 7D | +5.5% | -8.2% | +13.7% | +7.4% |
| 30D | -15.0% | -11.6% | -3.4% | -12.9% |
| 3M | -20.0% | -4.2% | -15.9% | -19.9% |
| 6M | -28.4% | -12.0% | -16.4% | -27.8% |
| YTD | -8.6% | -46.9% | +38.3% | +1.7% |
| 1Y | +2.0% | -47.0% | +48.9% | +13.2% |
| 3Y | +4.1% | +40.9% | -36.8% | -15.4% |
| 5Y | +46.4% | -45.4% | +91.8% | +42.3% |
| 10Y | +202.4% | +95.9% | +106.5% | +106.8% |
| All | +1,701.1% | +1,672.3% | +28.8% | +555.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling