+357.7%
VALE vs PR
+152.6%
+205.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | +1.8% | -16.4% | +18.2% | +3.7% |
| 30D | -14.8% | -1.9% | -12.9% | -14.8% |
| 3M | -19.0% | +8.0% | -27.0% | -19.9% |
| 6M | -27.7% | +4.1% | -31.8% | -28.3% |
| YTD | -8.5% | +58.7% | -67.2% | -13.8% |
| 1Y | +2.6% | +75.8% | -73.2% | -4.5% |
| 3Y | +4.0% | +73.2% | -69.1% | -4.1% |
| 5Y | +51.2% | +230.1% | -178.9% | +27.4% |
| 10Y | +263.0% | +67.4% | +195.7% | +253.0% |
| All | +357.7% | +152.6% | +205.2% | +382.0% |
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 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