+47.9%
VALE vs PFGC
+61.7%
-13.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -1.8% | -3.7% | +1.9% | -1.1% |
| 30D | +6.7% | -16.0% | +22.6% | +10.5% |
| 3M | +4.9% | -4.1% | +9.0% | +5.4% |
| 6M | +3.6% | +8.7% | -5.1% | +0.9% |
| YTD | +21.9% | +6.4% | +15.5% | +18.9% |
| 1Y | +61.6% | -8.4% | +69.9% | +62.7% |
| All | +47.9% | +61.7% | -13.8% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling