+30.6%
VALE vs PL
+84.9%
-54.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +1.6% | -9.3% | +10.9% | +2.4% |
| 30D | +5.1% | -18.9% | +24.1% | +6.9% |
| 3M | -0.4% | -58.4% | +58.0% | +6.3% |
| 6M | -2.2% | -30.3% | +28.1% | -1.0% |
| YTD | +20.5% | -8.1% | +28.6% | +18.7% |
| 1Y | +61.2% | +180.5% | -119.3% | +42.0% |
| 3Y | +43.1% | +444.1% | -401.0% | +12.2% |
| 5Y | +34.0% | +83.0% | -49.1% | +12.7% |
| All | +30.6% | +84.9% | -54.3% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling