+1.7%
VALE vs PSA
+54.3%
-52.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -3.2% | -1.4% | -1.7% | -2.7% |
| 30D | -15.1% | +15.2% | -30.2% | -19.2% |
| 3M | -18.7% | +2.2% | -20.9% | -19.3% |
| 6M | -31.5% | +11.7% | -43.1% | -34.5% |
| YTD | -11.4% | +32.0% | -43.4% | -20.7% |
| 1Y | -1.9% | +26.3% | -28.1% | -10.7% |
| 3Y | +1.7% | +52.4% | -50.7% | -21.9% |
| All | +1.7% | +54.3% | -52.6% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 3y: compounded portfolio wealth divided by compounded PSA 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…
3y analysis · Full analysis span regression · 6 months rolling