+41.8%
VALE vs PSA
+13.0%
+28.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.2% | -3.6% | +3.4% | +1.1% |
| 30D | +9.7% | -9.4% | +19.1% | +13.6% |
| 3M | +5.3% | -8.2% | +13.5% | +8.2% |
| 6M | +0.5% | -1.8% | +2.4% | +0.6% |
| YTD | +20.6% | +15.7% | +4.9% | +13.6% |
| 1Y | +57.6% | +6.3% | +51.3% | +52.7% |
| 3Y | +50.6% | +21.6% | +29.0% | +36.5% |
| 5Y | +41.8% | +13.5% | +28.4% | +32.7% |
| All | +41.8% | +13.0% | +28.8% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling