-1.9%
VALE vs PTC
+10.7%
-12.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -3.2% | +0.5% | -3.7% | -3.2% |
| 30D | -15.1% | +1.2% | -16.3% | -15.0% |
| 3M | -18.7% | +27.4% | -46.1% | -18.6% |
| 6M | -31.5% | +39.2% | -70.7% | -30.0% |
| YTD | -11.4% | +12.5% | -23.9% | -7.8% |
| 1Y | -1.9% | +12.3% | -14.1% | +2.2% |
| All | -1.9% | +10.7% | -12.6% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling