+469.1%
VALE vs PFGC
+485.1%
-16.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -3.2% | +3.4% | -6.6% | -3.9% |
| 30D | -15.1% | +16.9% | -32.0% | -18.2% |
| 3M | -18.7% | +6.4% | -25.1% | -20.1% |
| 6M | -31.5% | +16.0% | -47.5% | -34.1% |
| YTD | -11.4% | +23.6% | -35.1% | -16.4% |
| 1Y | -1.9% | +16.6% | -18.5% | -6.2% |
| 3Y | +1.7% | +82.3% | -80.6% | -13.4% |
| 5Y | +35.4% | +138.7% | -103.3% | +6.1% |
| 10Y | +204.8% | +352.8% | -148.0% | +99.9% |
| All | +469.1% | +485.1% | -16.0% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling