+4.1%
VALE vs PL
+570.0%
-565.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | +5.5% | +5.6% | -0.2% | +4.8% |
| 30D | -15.0% | -16.9% | +2.0% | -14.0% |
| 3M | -20.0% | -38.2% | +18.2% | -17.3% |
| 6M | -28.4% | -63.4% | +35.1% | -23.4% |
| YTD | -8.6% | -27.6% | +19.0% | -8.4% |
| 1Y | +2.0% | +6.6% | -4.6% | -1.5% |
| 3Y | +4.1% | +557.6% | -553.5% | -20.1% |
| All | +4.1% | +570.0% | -565.9% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling