-4.0%
VALE vs PL
+40.9%
-44.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -3.2% | +10.0% | -13.2% | -4.0% |
| 30D | -15.1% | -2.3% | -12.8% | -15.1% |
| 3M | -18.7% | -44.2% | +25.5% | -15.0% |
| 6M | -31.5% | -66.1% | +34.6% | -25.9% |
| YTD | -11.4% | -30.0% | +18.5% | -11.1% |
| 1Y | -1.9% | +21.0% | -22.9% | -6.5% |
| 3Y | +1.7% | +516.5% | -514.8% | -21.3% |
| 5Y | +35.4% | +32.0% | +3.4% | +15.2% |
| All | -4.0% | +40.9% | -44.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling