+184.3%
VALE vs PENG
+661.7%
-477.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.3% | -6.0% | +1.8% |
| 7D | +5.6% | -3.8% | +9.3% | +5.1% |
| 30D | -12.1% | -40.1% | +28.0% | -6.0% |
| 3M | -16.3% | -21.8% | +5.5% | -15.3% |
| 6M | -26.0% | +3.3% | -29.3% | -31.3% |
| YTD | -5.5% | +133.6% | -139.2% | -25.7% |
| 1Y | +6.7% | +110.7% | -104.0% | -14.7% |
| 3Y | +10.2% | +204.3% | -194.1% | -22.8% |
| 5Y | +49.7% | +54.4% | -4.6% | +11.5% |
| All | +184.3% | +661.7% | -477.4% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling