+43.3%
VALE vs PFGC
+108.3%
-65.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.6% |
| 3M | +4.9% | -4.1% | +9.0% | +5.5% |
| 6M | +3.6% | +8.7% | -5.1% | +1.2% |
| YTD | +21.9% | +6.4% | +15.5% | +19.2% |
| 1Y | +61.6% | -8.4% | +69.9% | +63.0% |
| 3Y | +52.1% | +61.8% | -9.6% | +33.2% |
| All | +43.3% | +108.3% | -65.0% | +10.5% |
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