+2.2%
VALE vs PENG
+227.7%
-225.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.7% |
| 7D | -1.5% | +34.6% | -36.1% | -4.1% |
| 30D | -15.6% | -35.9% | +20.3% | -12.7% |
| 3M | -19.5% | -14.7% | -4.8% | -19.6% |
| 6M | -31.9% | +13.5% | -45.4% | -36.0% |
| YTD | -11.0% | +156.1% | -167.1% | -25.9% |
| 1Y | -2.1% | +141.3% | -143.4% | -18.0% |
| All | +2.2% | +227.7% | -225.4% | -15.3% |
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 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