+214.6%
VALE vs PTC
+318.2%
-103.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | +5.5% | +1.3% | +4.2% | +5.1% |
| 30D | -15.0% | +1.1% | -16.1% | -15.2% |
| 3M | -20.0% | +30.1% | -50.2% | -27.5% |
| 6M | -28.4% | +34.0% | -62.4% | -36.4% |
| YTD | -8.6% | +12.8% | -21.4% | -14.7% |
| 1Y | +2.0% | +10.7% | -8.8% | -4.2% |
| 3Y | +4.1% | +29.6% | -25.6% | -11.2% |
| 5Y | +46.4% | +63.5% | -17.1% | +10.5% |
| All | +214.6% | +318.2% | -103.6% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling