+3.7%
VALE vs PENG
+120.5%
-116.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.1% | +13.2% | +4.7% |
| 7D | -0.3% | -20.5% | +20.1% | +1.1% |
| 30D | -19.2% | -20.4% | +1.1% | -18.3% |
| 3M | -20.7% | -16.4% | -4.3% | -20.5% |
| 6M | -25.8% | +49.2% | -75.0% | -33.9% |
| YTD | -9.8% | +147.2% | -157.0% | -28.0% |
| 1Y | +3.7% | +124.7% | -121.0% | -16.1% |
| All | +3.7% | +120.5% | -116.8% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling