+2,275.1%
VALE vs PEGA
+1,998.1%
+277.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.6% | +3.3% | -1.7% | +0.9% |
| 30D | +5.1% | +17.7% | -12.6% | +1.1% |
| 3M | -0.4% | +5.8% | -6.2% | -2.9% |
| 6M | -2.2% | -20.3% | +18.0% | +1.0% |
| YTD | +20.5% | -37.1% | +57.7% | +29.8% |
| 1Y | +61.2% | -30.2% | +91.4% | +68.1% |
| 3Y | +43.1% | +48.1% | -5.0% | +16.0% |
| 5Y | +34.0% | -46.8% | +80.7% | +32.9% |
| 10Y | +469.7% | +191.3% | +278.4% | +255.6% |
| All | +2,275.1% | +1,998.1% | +277.0% | +737.0% |
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