+21.1%
PL vs ITUB
+184.7%
-163.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.4% | +9.0% | +9.9% |
| 7D | -6.8% | +3.7% | -10.5% | -8.2% |
| 30D | -29.3% | -24.1% | -5.2% | -22.4% |
| 3M | -44.8% | -9.6% | -35.2% | -44.4% |
| 6M | -68.4% | -11.5% | -56.9% | -67.8% |
| YTD | -36.4% | +5.5% | -41.9% | -40.5% |
| 1Y | +0.7% | +9.9% | -9.1% | -7.5% |
| 3Y | +455.3% | +84.8% | +370.5% | +316.3% |
| All | +21.1% | +184.7% | -163.6% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling