+37.8%
VALE vs PR
+273.3%
-235.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.8% |
| 7D | -3.2% | +6.0% | -9.2% | -4.4% |
| 30D | -15.1% | -4.2% | -10.9% | -14.5% |
| 3M | -18.7% | +10.0% | -28.7% | -20.7% |
| 6M | -31.5% | +15.6% | -47.1% | -34.1% |
| YTD | -11.4% | +68.2% | -79.6% | -22.7% |
| 1Y | -1.9% | +79.2% | -81.1% | -15.7% |
| 3Y | +1.7% | +94.9% | -93.2% | -16.9% |
| All | +37.8% | +273.3% | -235.4% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling