+44.3%
VALE vs PENG
+101.4%
-57.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.9% |
| 7D | +1.6% | +4.5% | -2.9% | +1.1% |
| 30D | +5.1% | -7.1% | +12.2% | +5.6% |
| 3M | -0.4% | -27.3% | +26.9% | +1.1% |
| 6M | -2.2% | +169.6% | -171.8% | -15.6% |
| YTD | +20.5% | +164.6% | -144.1% | +3.9% |
| 1Y | +61.2% | +109.5% | -48.3% | +41.8% |
| All | +44.3% | +101.4% | -57.1% | +25.5% |
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