+36.6%
VALE vs PPL
+39.5%
-2.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.6% | +2.7% | -1.1% | +0.8% |
| 30D | +5.1% | +0.5% | +4.7% | +4.9% |
| 3M | -0.4% | +0.7% | -1.1% | -0.9% |
| 6M | -2.2% | -7.6% | +5.4% | 0.0% |
| YTD | +20.5% | +1.8% | +18.7% | +19.0% |
| 1Y | +61.2% | -0.8% | +61.9% | +60.2% |
| 3Y | +43.1% | +56.9% | -13.7% | +15.4% |
| All | +36.6% | +39.5% | -2.9% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling