+491.2%
VALE vs PFGC
+294.6%
+196.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -0.2% | -4.8% | +4.6% | +0.9% |
| 30D | +9.7% | -17.2% | +27.0% | +14.3% |
| 3M | +5.3% | -6.3% | +11.6% | +6.5% |
| 6M | +0.5% | +8.8% | -8.3% | -1.7% |
| YTD | +20.6% | +4.9% | +15.7% | +18.5% |
| 1Y | +57.6% | -9.5% | +67.1% | +59.7% |
| 3Y | +50.6% | +59.6% | -9.0% | +32.9% |
| 5Y | +41.8% | +113.5% | -71.7% | +14.6% |
| All | +491.2% | +294.6% | +196.6% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling