+36.2%
VALE vs PPL
+45.5%
-9.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -1.5% | -2.2% | +0.7% | -0.8% |
| 30D | -15.6% | +1.7% | -17.3% | -16.1% |
| 3M | -19.5% | +0.1% | -19.7% | -19.7% |
| 6M | -31.9% | -1.5% | -30.3% | -31.8% |
| YTD | -11.0% | +3.0% | -13.9% | -12.5% |
| 1Y | -2.1% | -1.4% | -0.7% | -2.3% |
| 3Y | +1.4% | +53.5% | -52.1% | -17.3% |
| 5Y | +36.2% | +46.4% | -10.3% | +9.6% |
| All | +36.2% | +45.5% | -9.3% | +9.6% |
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