+2,275.1%
VALE vs PPL
+484.2%
+1,790.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.6% | +2.7% | -1.1% | -0.2% |
| 30D | +5.1% | +0.5% | +4.7% | +4.6% |
| 3M | -0.4% | +0.7% | -1.1% | -1.4% |
| 6M | -2.2% | -7.6% | +5.4% | +2.1% |
| YTD | +20.5% | +1.8% | +18.7% | +17.4% |
| 1Y | +61.2% | -0.8% | +61.9% | +59.0% |
| 3Y | +43.1% | +56.9% | -13.7% | +0.2% |
| 5Y | +34.0% | +39.5% | -5.6% | -0.4% |
| 10Y | +469.7% | +55.4% | +414.3% | +256.0% |
| All | +2,275.1% | +484.2% | +1,790.9% | +757.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling