+1,702.7%
VALE vs PRU
+727.1%
+975.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +2.5% |
| 7D | +1.8% | +2.4% | -0.6% | +0.5% |
| 30D | -14.8% | +6.1% | -21.0% | -17.5% |
| 3M | -19.0% | -0.7% | -18.3% | -19.2% |
| 6M | -27.7% | +22.1% | -49.8% | -34.8% |
| YTD | -8.5% | +9.8% | -18.3% | -13.7% |
| 1Y | +2.6% | +19.4% | -16.7% | -7.1% |
| 3Y | +4.0% | +50.4% | -46.3% | -17.9% |
| 5Y | +51.2% | +37.2% | +14.1% | +22.7% |
| 10Y | +263.0% | +119.5% | +143.5% | +123.6% |
| All | +1,702.7% | +727.1% | +975.6% | +493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling