+36.2%
VALE vs PFGC
+129.0%
-92.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | -1.5% | +0.3% | -1.7% | -1.5% |
| 30D | -15.6% | +16.1% | -31.8% | -18.5% |
| 3M | -19.5% | +2.4% | -21.9% | -20.1% |
| 6M | -31.9% | +15.7% | -47.6% | -34.4% |
| YTD | -11.0% | +22.3% | -33.2% | -15.7% |
| 1Y | -2.1% | +13.9% | -16.0% | -5.9% |
| 3Y | +1.4% | +80.3% | -78.9% | -13.8% |
| 5Y | +36.2% | +136.1% | -100.0% | +7.4% |
| All | +36.2% | +129.0% | -92.9% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling