+195.6%
ITUB vs PENG
+107.7%
+87.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.0% |
| 7D | +8.2% | +7.8% | +0.4% | +7.5% |
| 30D | +4.7% | -12.2% | +16.9% | +5.8% |
| 3M | +13.0% | -20.6% | +33.6% | +13.7% |
| 6M | +4.2% | +180.9% | -176.8% | -10.1% |
| YTD | +18.6% | +162.3% | -143.7% | +2.9% |
| 1Y | +31.3% | +107.3% | -76.0% | +16.1% |
| 3Y | +124.9% | +110.8% | +14.1% | +89.4% |
| 5Y | +195.6% | +117.8% | +77.8% | +152.5% |
| All | +195.6% | +107.7% | +87.9% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling