+41.8%
VALE vs PHM
+149.8%
-108.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -0.2% | -6.4% | +6.2% | +1.1% |
| 30D | +9.7% | -12.1% | +21.8% | +12.6% |
| 3M | +5.3% | -1.5% | +6.8% | +5.1% |
| 6M | +0.5% | -6.0% | +6.6% | +1.3% |
| YTD | +20.6% | -0.3% | +20.9% | +19.6% |
| 1Y | +57.6% | -13.3% | +70.9% | +60.6% |
| 3Y | +50.6% | +47.6% | +3.0% | +35.9% |
| 5Y | +41.8% | +154.7% | -112.9% | +8.6% |
| All | +41.8% | +149.8% | -108.0% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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