+2,301.5%
VALE vs PNC
+727.3%
+1,574.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | +6.7% | -4.4% | +11.0% | +8.7% |
| 3M | +4.9% | +4.5% | +0.4% | +2.5% |
| 6M | +3.6% | +19.1% | -15.5% | -4.7% |
| YTD | +21.9% | +18.0% | +3.9% | +12.2% |
| 1Y | +61.6% | +24.1% | +37.5% | +45.0% |
| 3Y | +52.1% | +130.0% | -77.9% | -0.2% |
| 5Y | +43.2% | +50.4% | -7.2% | +11.2% |
| 10Y | +521.5% | +271.3% | +250.2% | +210.4% |
| All | +2,301.5% | +727.3% | +1,574.2% | +807.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling