+36.6%
VALE vs PLUG
-91.8%
+128.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.5% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | +5.1% | +3.3% | +1.8% | +4.7% |
| 3M | -0.4% | -39.7% | +39.3% | +3.3% |
| 6M | -2.2% | -12.5% | +10.3% | -2.2% |
| YTD | +20.5% | +10.2% | +10.4% | +17.6% |
| 1Y | +61.2% | +50.7% | +10.5% | +50.5% |
| 3Y | +43.1% | -74.5% | +117.6% | +44.1% |
| All | +36.6% | -91.8% | +128.4% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling