+3.7%
VALE vs PNC
+32.8%
-29.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +3.4% |
| 7D | -0.3% | +2.3% | -2.6% | -1.2% |
| 30D | -19.2% | +7.0% | -26.2% | -21.4% |
| 3M | -20.7% | -7.3% | -13.4% | -18.3% |
| 6M | -25.8% | +8.9% | -34.7% | -29.1% |
| YTD | -9.8% | +15.5% | -25.3% | -18.7% |
| 1Y | +3.7% | +31.8% | -28.1% | -12.4% |
| All | +3.7% | +32.8% | -29.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling