+147.1%
ITUB vs PENG
+720.8%
-573.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.3% | -8.2% | +0.8% |
| 7D | +3.7% | +1.9% | +1.8% | +2.8% |
| 30D | -24.9% | -37.8% | +12.9% | -21.0% |
| 3M | +0.8% | -14.1% | +14.9% | +0.6% |
| 6M | -6.6% | +13.1% | -19.7% | -13.4% |
| YTD | +7.8% | +151.8% | -144.0% | -12.7% |
| 1Y | +7.4% | +136.0% | -128.6% | -12.3% |
| 3Y | +78.8% | +217.9% | -139.2% | +31.9% |
| 5Y | +179.9% | +64.1% | +115.8% | +117.5% |
| All | +147.1% | +720.8% | -573.7% | +53.6% |
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