+2,275.1%
VALE vs PSA
+1,867.1%
+408.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.4% |
| 7D | +1.6% | -3.7% | +5.3% | +3.6% |
| 30D | +5.1% | -7.7% | +12.9% | +9.6% |
| 3M | -0.4% | -0.6% | +0.2% | -0.7% |
| 6M | -2.2% | -0.9% | -1.3% | -2.4% |
| YTD | +20.5% | +18.7% | +1.9% | +9.0% |
| 1Y | +61.2% | +7.6% | +53.5% | +53.1% |
| 3Y | +43.1% | +23.7% | +19.5% | +23.2% |
| 5Y | +34.0% | +13.7% | +20.3% | +16.9% |
| 10Y | +469.7% | +98.9% | +370.8% | +238.6% |
| All | +2,275.1% | +1,867.1% | +408.0% | +335.4% |
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