+197.4%
PDD vs ITUB
+98.0%
+99.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.8% |
| 7D | -1.0% | +4.9% | -5.8% | -2.2% |
| 30D | -2.4% | -27.2% | +24.8% | +5.4% |
| 3M | -14.6% | -6.1% | -8.5% | -14.5% |
| 6M | -19.6% | -10.7% | -8.9% | -18.7% |
| YTD | -30.0% | +5.5% | -35.5% | -32.7% |
| 1Y | -42.5% | +7.8% | -50.4% | -45.2% |
| 3Y | -27.2% | +75.0% | -102.2% | -40.1% |
| 5Y | -8.2% | +178.6% | -186.8% | -33.4% |
| All | +197.4% | +98.0% | +99.4% | +140.5% |
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