+79.9%
PL vs ITUB
+218.2%
-138.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.5% |
| 7D | -7.5% | +8.2% | -15.8% | -10.4% |
| 30D | -25.6% | +4.7% | -30.3% | -27.1% |
| 3M | -45.6% | +13.0% | -58.6% | -48.3% |
| 6M | -29.5% | +4.2% | -33.7% | -31.1% |
| YTD | -9.7% | +18.6% | -28.2% | -16.0% |
| 1Y | +84.4% | +31.3% | +53.1% | +65.5% |
| 3Y | +550.0% | +124.9% | +425.1% | +396.7% |
| 5Y | +79.0% | +195.6% | -116.6% | +27.9% |
| All | +79.9% | +218.2% | -138.3% | +29.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling