+2.0%
VALE vs PENG
+103.2%
-101.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -0.9% | -3.1% |
| 7D | +5.5% | -16.1% | +21.5% | +6.2% |
| 30D | -15.0% | -41.5% | +26.5% | -12.2% |
| 3M | -20.0% | -19.1% | -0.9% | -19.9% |
| 6M | -28.4% | +0.9% | -29.3% | -32.5% |
| YTD | -8.6% | +128.2% | -136.8% | -26.4% |
| 1Y | +2.0% | +98.6% | -96.6% | -16.3% |
| All | +2.0% | +103.2% | -101.2% | -16.3% |
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 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