+147.5%
ITUB vs PENG
+661.7%
-514.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.3% | -7.0% | +1.1% |
| 7D | +5.5% | -3.8% | +9.3% | +5.1% |
| 30D | -25.6% | -40.1% | +14.5% | -21.3% |
| 3M | -4.7% | -21.8% | +17.1% | -3.6% |
| 6M | -8.6% | +3.3% | -12.0% | -14.1% |
| YTD | +7.9% | +133.6% | -125.7% | -11.6% |
| 1Y | +11.2% | +110.7% | -99.5% | -7.8% |
| 3Y | +82.6% | +204.3% | -121.6% | +35.5% |
| 5Y | +192.7% | +54.4% | +138.4% | +129.2% |
| All | +147.5% | +661.7% | -514.2% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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