+211.0%
PDD vs ITUB
+98.0%
+113.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | +5.6% | +3.7% | +1.9% | +4.6% |
| 30D | +5.8% | -24.1% | +29.9% | +13.0% |
| 3M | -8.6% | -9.6% | +0.9% | -7.5% |
| 6M | -18.8% | -11.5% | -7.3% | -17.7% |
| YTD | -26.8% | +5.5% | -32.3% | -29.6% |
| 1Y | -39.3% | +9.9% | -49.1% | -42.4% |
| 3Y | -22.5% | +84.8% | -107.3% | -37.1% |
| 5Y | -0.8% | +182.6% | -183.4% | -28.2% |
| All | +211.0% | +98.0% | +113.0% | +151.6% |
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