+486.8%
VALE vs PPL
+55.2%
+431.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.9% | +1.8% | +1.1% | +2.1% |
| 30D | +8.8% | -1.1% | +9.9% | +9.2% |
| 3M | +6.8% | 0.0% | +6.7% | +6.4% |
| 6M | +6.9% | -7.6% | +14.5% | +10.1% |
| YTD | +22.8% | +1.7% | +21.1% | +20.8% |
| 1Y | +61.3% | +1.5% | +59.7% | +58.4% |
| 3Y | +53.3% | +55.3% | -1.9% | +21.0% |
| 5Y | +44.9% | +37.7% | +7.1% | +19.9% |
| 10Y | +486.8% | +54.0% | +432.8% | +321.5% |
| All | +486.8% | +55.2% | +431.6% | +321.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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