+83.0%
PL vs ITUB
+212.1%
-129.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -9.3% | +8.7% | -18.0% | -12.2% |
| 30D | -18.9% | -0.7% | -18.2% | -19.0% |
| 3M | -58.4% | +7.8% | -66.2% | -59.7% |
| 6M | -30.3% | -3.4% | -26.9% | -29.8% |
| YTD | -8.1% | +16.3% | -24.4% | -13.8% |
| 1Y | +180.5% | +29.8% | +150.7% | +152.7% |
| 3Y | +444.1% | +111.1% | +333.1% | +323.2% |
| 5Y | +83.0% | +173.6% | -90.5% | +31.8% |
| All | +83.0% | +212.1% | -129.0% | +32.4% |
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