-17.5%
PINS vs ITUB
+110.4%
-127.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.2% | -1.8% |
| 7D | -5.2% | +8.2% | -13.5% | -7.3% |
| 30D | -14.9% | +4.7% | -19.7% | -16.1% |
| 3M | -8.4% | +13.0% | -21.4% | -11.9% |
| 6M | +0.6% | +4.2% | -3.5% | -1.2% |
| YTD | -22.2% | +18.6% | -40.8% | -26.8% |
| 1Y | -46.9% | +31.3% | -78.2% | -51.7% |
| 3Y | -26.9% | +124.9% | -151.8% | -44.2% |
| 5Y | -63.0% | +195.6% | -258.6% | -75.1% |
| All | -17.5% | +110.4% | -127.9% | -43.2% |
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