+1,654.5%
VALE vs PFG
+756.3%
+898.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.9% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -15.6% | +5.0% | -20.6% | -17.8% |
| 3M | -19.5% | +0.1% | -19.6% | -20.2% |
| 6M | -31.9% | +13.8% | -45.7% | -36.6% |
| YTD | -11.0% | +31.2% | -42.2% | -22.8% |
| 1Y | -2.1% | +37.1% | -39.2% | -17.0% |
| 3Y | +1.4% | +80.6% | -79.2% | -26.5% |
| 5Y | +36.2% | +93.7% | -57.6% | -6.8% |
| 10Y | +206.4% | +185.5% | +20.9% | +64.7% |
| All | +1,654.5% | +756.3% | +898.1% | +436.8% |
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