+195.8%
PDD vs ITUB
+101.7%
+94.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.3% |
| 7D | -4.9% | +1.9% | -6.8% | -5.4% |
| 30D | -3.0% | -22.2% | +19.1% | +2.8% |
| 3M | -6.2% | +2.7% | -8.9% | -8.4% |
| 6M | -20.7% | -3.0% | -17.8% | -21.6% |
| YTD | -30.4% | +7.5% | -37.9% | -33.4% |
| 1Y | -41.3% | +10.5% | -51.7% | -44.4% |
| 3Y | -27.7% | +81.0% | -108.7% | -41.0% |
| 5Y | -16.9% | +181.8% | -198.7% | -39.9% |
| All | +195.8% | +101.7% | +94.0% | +138.0% |
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