+36.2%
VALE vs PENG
+66.2%
-30.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.8% |
| 7D | -1.5% | +34.6% | -36.1% | -4.6% |
| 30D | -15.6% | -35.9% | +20.3% | -12.3% |
| 3M | -19.5% | -14.7% | -4.8% | -19.6% |
| 6M | -31.9% | +13.5% | -45.4% | -36.1% |
| YTD | -11.0% | +156.1% | -167.1% | -26.1% |
| 1Y | -2.1% | +141.3% | -143.4% | -18.3% |
| 3Y | +1.4% | +223.4% | -222.0% | -22.0% |
| 5Y | +36.2% | +67.4% | -31.2% | +1.7% |
| All | +36.2% | +66.2% | -30.0% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling