+40.9%
VALE vs PNR
-21.7%
+62.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -0.3% | -6.0% | +5.8% | +1.3% |
| 30D | +8.6% | -14.0% | +22.6% | +12.8% |
| 3M | +2.0% | -21.7% | +23.7% | +7.8% |
| 6M | +2.1% | -37.3% | +39.4% | +14.7% |
| YTD | +20.2% | -45.1% | +65.3% | +39.4% |
| 1Y | +55.2% | -49.1% | +104.3% | +83.8% |
| 3Y | +45.9% | -14.8% | +60.7% | +48.0% |
| All | +40.9% | -21.7% | +62.6% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling