+2,301.5%
VALE vs PNR
+491.4%
+1,810.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.5% |
| 7D | -1.8% | -3.9% | +2.0% | +0.6% |
| 30D | +6.7% | -13.8% | +20.5% | +16.9% |
| 3M | +4.9% | -22.5% | +27.4% | +20.8% |
| 6M | +3.6% | -37.2% | +40.7% | +36.1% |
| YTD | +21.9% | -44.2% | +66.1% | +71.1% |
| 1Y | +61.6% | -46.6% | +108.2% | +133.0% |
| 3Y | +52.1% | -12.5% | +64.6% | +48.5% |
| 5Y | +43.2% | -19.3% | +62.5% | +38.1% |
| 10Y | +521.5% | +67.5% | +454.0% | +222.9% |
| All | +2,301.5% | +491.4% | +1,810.1% | +485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling