+1,882.6%
ITUB vs PTEN
+60.4%
+1,822.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.4% |
| 7D | +8.2% | -1.0% | +9.3% | +8.5% |
| 30D | +4.7% | +29.3% | -24.6% | -3.9% |
| 3M | +13.0% | +7.2% | +5.8% | +8.8% |
| 6M | +4.2% | +43.5% | -39.4% | -10.6% |
| YTD | +18.6% | +113.2% | -94.7% | -10.7% |
| 1Y | +31.3% | +135.1% | -103.8% | -5.3% |
| 3Y | +124.9% | -4.8% | +129.7% | +99.6% |
| 5Y | +195.6% | +94.6% | +101.0% | +80.4% |
| 10Y | +196.4% | -24.2% | +220.6% | +71.5% |
| All | +1,882.6% | +60.4% | +1,822.2% | +615.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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