+45.9%
VALE vs PNC
+131.1%
-85.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +8.6% | -4.4% | +13.0% | +10.2% |
| 3M | +2.0% | +5.2% | -3.3% | 0.0% |
| 6M | +2.1% | +20.6% | -18.5% | -4.5% |
| YTD | +20.2% | +19.8% | +0.5% | +12.3% |
| 1Y | +55.2% | +24.4% | +30.7% | +43.0% |
| 3Y | +45.9% | +131.2% | -85.4% | +4.1% |
| All | +45.9% | +131.1% | -85.2% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling