+61.2%
VALE vs PSLV
+57.1%
+4.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | +5.1% | +7.3% | -2.1% | +2.9% |
| 3M | -0.4% | -7.4% | +7.0% | +1.2% |
| 6M | -2.2% | -20.3% | +18.1% | +2.6% |
| YTD | +20.5% | -8.2% | +28.8% | +21.1% |
| 1Y | +61.2% | +57.9% | +3.2% | +48.4% |
| All | +61.2% | +57.1% | +4.0% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling