+521.5%
VALE vs PRU
+135.5%
+386.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.1% |
| 7D | -1.8% | -1.9% | 0.0% | -0.9% |
| 30D | +6.7% | -2.6% | +9.2% | +8.0% |
| 3M | +4.9% | +14.7% | -9.8% | -3.3% |
| 6M | +3.6% | +25.7% | -22.1% | -9.3% |
| YTD | +21.9% | +8.3% | +13.6% | +15.2% |
| 1Y | +61.6% | +17.3% | +44.2% | +45.3% |
| 3Y | +52.1% | +43.2% | +9.0% | +17.6% |
| 5Y | +43.2% | +43.5% | -0.3% | +7.4% |
| 10Y | +521.5% | +134.6% | +387.0% | +201.1% |
| All | +521.5% | +135.5% | +386.0% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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