+489.2%
VALE vs PNR
+66.2%
+423.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -0.3% | -6.0% | +5.8% | +2.7% |
| 30D | +8.6% | -14.0% | +22.6% | +16.3% |
| 3M | +2.0% | -21.7% | +23.7% | +12.6% |
| 6M | +2.1% | -37.3% | +39.4% | +25.4% |
| YTD | +20.2% | -45.1% | +65.3% | +56.2% |
| 1Y | +55.2% | -49.1% | +104.3% | +109.3% |
| 3Y | +45.9% | -14.8% | +60.7% | +44.8% |
| 5Y | +41.4% | -21.0% | +62.4% | +43.0% |
| All | +489.2% | +66.2% | +423.1% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling