+53.3%
VALE vs PTC
-8.0%
+61.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +2.4% |
| 7D | +2.9% | -12.8% | +15.7% | +4.2% |
| 30D | +8.8% | -9.8% | +18.6% | +9.7% |
| 3M | +6.8% | -2.1% | +8.8% | +6.7% |
| 6M | +6.9% | -18.1% | +25.0% | +10.0% |
| YTD | +22.8% | -23.5% | +46.3% | +28.2% |
| 1Y | +61.3% | -37.4% | +98.6% | +76.4% |
| 3Y | +53.3% | -7.2% | +60.5% | +32.7% |
| All | +53.3% | -8.0% | +61.3% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling