+1,645.1%
VALE vs PHM
+1,198.4%
+446.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -3.2% | -4.1% | +0.9% | -1.8% |
| 30D | -15.1% | +16.1% | -31.2% | -19.5% |
| 3M | -18.7% | -2.5% | -16.2% | -18.5% |
| 6M | -31.5% | +12.9% | -44.4% | -35.0% |
| YTD | -11.4% | +9.0% | -20.4% | -15.5% |
| 1Y | -1.9% | +8.2% | -10.0% | -6.2% |
| 3Y | +1.7% | +58.4% | -56.8% | -17.6% |
| 5Y | +35.4% | +159.2% | -123.7% | -11.8% |
| 10Y | +204.8% | +676.9% | -472.0% | +23.7% |
| All | +1,645.1% | +1,198.4% | +446.8% | +436.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling