+195.9%
PDD vs ITUB
+102.3%
+93.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.1% |
| 7D | -3.8% | +3.7% | -7.5% | -4.8% |
| 30D | -2.4% | -24.9% | +22.6% | +4.6% |
| 3M | -12.7% | +0.8% | -13.5% | -14.3% |
| 6M | -20.0% | -6.6% | -13.4% | -20.1% |
| YTD | -30.3% | +7.8% | -38.1% | -33.5% |
| 1Y | -42.4% | +7.4% | -49.7% | -45.0% |
| 3Y | -27.5% | +78.8% | -106.3% | -40.7% |
| 5Y | -14.9% | +179.9% | -194.8% | -38.4% |
| All | +195.9% | +102.3% | +93.7% | +137.9% |
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