+4.0%
VALE vs PENG
+184.4%
-180.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.4% | -11.2% | +0.1% |
| 7D | +1.8% | -19.4% | +21.2% | +3.2% |
| 30D | -14.8% | -42.4% | +27.5% | -11.1% |
| 3M | -19.0% | -25.6% | +6.6% | -18.1% |
| 6M | -27.7% | +7.3% | -35.0% | -32.2% |
| YTD | -8.5% | +113.9% | -122.4% | -22.6% |
| 1Y | +2.6% | +93.6% | -90.9% | -12.3% |
| 3Y | +4.0% | +170.2% | -166.2% | -14.9% |
| All | +4.0% | +184.4% | -180.3% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling