+44.8%
PL vs ITUB
+189.3%
-144.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.3% |
| 7D | +13.4% | +3.7% | +9.7% | +12.1% |
| 30D | -10.2% | -24.9% | +14.8% | -2.0% |
| 3M | -39.5% | +0.8% | -40.3% | -41.3% |
| 6M | -65.7% | -6.6% | -59.1% | -65.8% |
| YTD | -27.3% | +7.8% | -35.1% | -31.6% |
| 1Y | +15.0% | +7.4% | +7.6% | +8.5% |
| 3Y | +560.8% | +78.8% | +482.1% | +427.8% |
| 5Y | +38.4% | +179.9% | -141.5% | 0.0% |
| All | +44.8% | +189.3% | -144.5% | +5.2% |
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