+175.3%
VALE vs PENG
+597.2%
-421.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.4% | -11.2% | -0.8% |
| 7D | +1.8% | -19.4% | +21.2% | +4.2% |
| 30D | -14.8% | -42.4% | +27.5% | -8.4% |
| 3M | -19.0% | -25.6% | +6.6% | -17.4% |
| 6M | -27.7% | +7.3% | -35.0% | -33.6% |
| YTD | -8.5% | +113.9% | -122.4% | -27.0% |
| 1Y | +2.6% | +93.6% | -90.9% | -16.8% |
| 3Y | +4.0% | +170.2% | -166.2% | -25.6% |
| 5Y | +51.2% | +44.2% | +7.0% | +13.7% |
| All | +175.3% | +597.2% | -421.9% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling