+1.7%
VALE vs PLUG
-66.9%
+68.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.5% | +10.0% | +0.2% |
| 7D | -3.2% | -23.4% | +20.3% | -1.3% |
| 30D | -15.1% | -23.4% | +8.4% | -13.5% |
| 3M | -18.7% | -51.7% | +33.0% | -14.5% |
| 6M | -31.5% | -72.0% | +40.5% | -25.4% |
| YTD | -11.4% | -43.7% | +32.2% | -9.1% |
| 1Y | -1.9% | -55.4% | +53.6% | +2.2% |
| 3Y | +1.7% | -68.0% | +69.7% | +0.8% |
| All | +1.7% | -66.9% | +68.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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