+521.5%
VALE vs PTC
+196.2%
+325.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.3% |
| 7D | -1.8% | -13.6% | +11.7% | +2.7% |
| 30D | +6.7% | -14.7% | +21.3% | +11.8% |
| 3M | +4.9% | -5.9% | +10.8% | +5.3% |
| 6M | +3.6% | -21.1% | +24.7% | +10.2% |
| YTD | +21.9% | -26.0% | +47.9% | +31.7% |
| 1Y | +61.6% | -36.8% | +98.4% | +84.9% |
| 3Y | +52.1% | -10.3% | +62.4% | +46.9% |
| 5Y | +43.2% | +1.2% | +42.0% | +27.6% |
| 10Y | +521.5% | +198.3% | +323.2% | +180.6% |
| All | +521.5% | +196.2% | +325.4% | +180.6% |
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