+1,645.1%
VALE vs PSA
+2,088.5%
-443.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -3.2% | -1.4% | -1.7% | -2.4% |
| 30D | -15.1% | +15.2% | -30.2% | -21.4% |
| 3M | -18.7% | +2.2% | -20.9% | -20.0% |
| 6M | -31.5% | +11.7% | -43.1% | -36.0% |
| YTD | -11.4% | +32.0% | -43.4% | -24.5% |
| 1Y | -1.9% | +26.3% | -28.1% | -14.3% |
| 3Y | +1.7% | +52.4% | -50.7% | -21.9% |
| 5Y | +35.4% | +26.3% | +9.2% | +11.8% |
| 10Y | +204.8% | +132.3% | +72.5% | +66.1% |
| All | +1,645.1% | +2,088.5% | -443.4% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling