+141.9%
ITUB vs PENG
+597.2%
-455.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.4% | -11.0% | -0.3% |
| 7D | +3.7% | -19.4% | +23.1% | +5.8% |
| 30D | -24.1% | -42.4% | +18.3% | -19.3% |
| 3M | -9.6% | -25.6% | +16.1% | -8.0% |
| 6M | -11.5% | +7.3% | -18.8% | -17.6% |
| YTD | +5.5% | +113.9% | -108.3% | -12.6% |
| 1Y | +9.9% | +93.6% | -83.7% | -7.8% |
| 3Y | +84.8% | +170.2% | -85.4% | +39.4% |
| 5Y | +182.6% | +44.2% | +138.5% | +123.1% |
| All | +141.9% | +597.2% | -455.3% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling