+357.3%
VALE vs PR
+152.2%
+205.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.4% |
| 7D | +5.5% | -9.5% | +15.0% | +6.6% |
| 30D | -15.0% | -5.7% | -9.3% | -14.5% |
| 3M | -20.0% | +3.0% | -23.0% | -20.4% |
| 6M | -28.4% | +11.8% | -40.2% | -29.5% |
| YTD | -8.6% | +58.5% | -67.1% | -13.9% |
| 1Y | +2.0% | +69.9% | -67.9% | -4.8% |
| 3Y | +4.1% | +84.9% | -80.8% | -4.7% |
| 5Y | +46.4% | +246.4% | -200.0% | +22.8% |
| 10Y | +202.4% | +70.3% | +132.1% | +196.0% |
| All | +357.3% | +152.2% | +205.1% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling