+207.9%
PDD vs ITUB
+118.2%
+89.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -4.1% | +8.7% | -12.8% | -6.4% |
| 30D | -9.6% | -0.7% | -8.9% | -9.6% |
| 3M | -4.3% | +7.8% | -12.1% | -6.7% |
| 6M | -18.8% | -3.4% | -15.3% | -18.6% |
| YTD | -27.5% | +16.3% | -43.8% | -31.2% |
| 1Y | -33.6% | +29.8% | -63.5% | -39.1% |
| 3Y | -20.4% | +111.1% | -131.5% | -36.9% |
| 5Y | -19.6% | +173.6% | -193.1% | -41.0% |
| All | +207.9% | +118.2% | +89.7% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling