-16.4%
PINS vs ITUB
+106.4%
-122.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -12.0% | +8.7% | -20.7% | -14.1% |
| 30D | -12.7% | -0.7% | -12.0% | -12.6% |
| 3M | -5.5% | +7.8% | -13.3% | -7.9% |
| 6M | +5.3% | -3.4% | +8.7% | +5.5% |
| YTD | -21.2% | +16.3% | -37.5% | -25.5% |
| 1Y | -45.0% | +29.8% | -74.9% | -49.8% |
| 3Y | -26.2% | +111.1% | -137.3% | -42.6% |
| 5Y | -64.0% | +173.6% | -237.5% | -75.2% |
| All | -16.4% | +106.4% | -122.8% | -42.1% |
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