+465.6%
VALE vs PR
+107.1%
+358.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +1.6% | +2.9% | -1.3% | +1.3% |
| 30D | +5.1% | +18.0% | -12.9% | +3.1% |
| 3M | -0.4% | +16.9% | -17.3% | -2.3% |
| 6M | -2.2% | +28.2% | -30.4% | -5.4% |
| YTD | +20.5% | +69.3% | -48.8% | +12.8% |
| 1Y | +61.2% | +69.5% | -8.3% | +50.5% |
| 3Y | +43.1% | +81.7% | -38.5% | +31.1% |
| 5Y | +34.0% | +422.2% | -388.3% | +7.9% |
| All | +465.6% | +107.1% | +358.5% | +482.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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