+191.5%
PDD vs ITUB
+122.2%
+69.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.7% |
| 7D | -4.6% | +1.0% | -5.6% | -4.9% |
| 30D | -14.0% | +10.7% | -24.7% | -16.5% |
| 3M | -4.9% | +10.1% | -14.9% | -7.8% |
| 6M | -25.8% | -0.1% | -25.6% | -26.3% |
| YTD | -31.4% | +18.4% | -49.8% | -35.2% |
| 1Y | -37.6% | +31.3% | -68.8% | -42.9% |
| 3Y | -18.4% | +124.6% | -143.0% | -36.4% |
| 5Y | -25.0% | +192.0% | -217.0% | -45.8% |
| All | +191.5% | +122.2% | +69.4% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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