+167.9%
VALE vs PENG
+735.0%
-567.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.9% |
| 7D | -1.5% | +34.6% | -36.1% | -6.3% |
| 30D | -15.6% | -35.9% | +20.3% | -10.8% |
| 3M | -19.5% | -14.7% | -4.8% | -19.7% |
| 6M | -31.9% | +13.5% | -45.4% | -37.8% |
| YTD | -11.0% | +156.1% | -167.1% | -31.0% |
| 1Y | -2.1% | +141.3% | -143.4% | -23.5% |
| 3Y | +1.4% | +223.4% | -222.0% | -29.6% |
| 5Y | +36.2% | +67.4% | -31.2% | 0.0% |
| All | +167.9% | +735.0% | -567.1% | +56.3% |
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