+41.8%
VALE vs PSKY
-71.2%
+113.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -0.2% | -6.0% | +5.8% | +0.5% |
| 30D | +9.7% | +10.7% | -0.9% | +8.5% |
| 3M | +5.3% | +1.2% | +4.1% | +5.0% |
| 6M | +0.5% | +1.5% | -0.9% | 0.0% |
| YTD | +20.6% | -21.8% | +42.4% | +23.0% |
| 1Y | +57.6% | -30.2% | +87.8% | +62.0% |
| 3Y | +50.6% | -20.1% | +70.6% | +45.9% |
| 5Y | +41.8% | -70.5% | +112.4% | +60.6% |
| All | +41.8% | -71.2% | +113.0% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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