+2,275.1%
VALE vs PTC
+717.5%
+1,557.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.8% | +1.8% |
| 7D | +1.6% | -10.3% | +11.9% | +5.3% |
| 30D | +5.1% | +1.1% | +4.0% | +4.3% |
| 3M | -0.4% | +1.6% | -2.0% | -2.5% |
| 6M | -2.2% | -13.5% | +11.3% | +0.7% |
| YTD | +20.5% | -19.1% | +39.6% | +26.2% |
| 1Y | +61.2% | -33.9% | +95.0% | +81.0% |
| 3Y | +43.1% | -3.9% | +47.0% | +36.9% |
| 5Y | +34.0% | +6.0% | +27.9% | +19.9% |
| 10Y | +469.7% | +223.7% | +245.9% | +219.3% |
| All | +2,275.1% | +717.5% | +1,557.6% | +712.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling