+2,275.1%
VALE vs PFG
+784.5%
+1,490.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.5% |
| 7D | +1.6% | +5.5% | -3.9% | -1.3% |
| 30D | +5.1% | +2.4% | +2.8% | +3.6% |
| 3M | -0.4% | +13.6% | -14.0% | -6.9% |
| 6M | -2.2% | +27.9% | -30.1% | -13.5% |
| YTD | +20.5% | +35.6% | -15.0% | +3.4% |
| 1Y | +61.2% | +48.5% | +12.7% | +31.9% |
| 3Y | +43.1% | +66.9% | -23.7% | +8.4% |
| 5Y | +34.0% | +111.0% | -77.0% | -11.7% |
| 10Y | +469.7% | +244.5% | +225.2% | +182.5% |
| All | +2,275.1% | +784.5% | +1,490.6% | +618.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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