+2,301.5%
VALE vs PPG
+576.2%
+1,725.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | +1.0% |
| 7D | -1.8% | -3.7% | +1.9% | +0.9% |
| 30D | +6.7% | -7.2% | +13.9% | +12.6% |
| 3M | +4.9% | -7.3% | +12.2% | +9.7% |
| 6M | +3.6% | +0.3% | +3.3% | +1.2% |
| YTD | +21.9% | +6.5% | +15.3% | +13.1% |
| 1Y | +61.6% | +0.5% | +61.0% | +55.3% |
| 3Y | +52.1% | -15.3% | +67.4% | +61.9% |
| 5Y | +43.2% | -22.9% | +66.1% | +51.5% |
| 10Y | +521.5% | +28.4% | +493.1% | +292.1% |
| All | +2,301.5% | +576.2% | +1,725.3% | +318.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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