+249.9%
PLD vs ITUB
+197.6%
+52.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -1.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -2.2% | +2.6% | -4.8% | -2.9% |
| 3M | -7.4% | +8.4% | -15.8% | -9.2% |
| 6M | +1.9% | -0.5% | +2.5% | +1.6% |
| YTD | +7.9% | +15.3% | -7.4% | +3.9% |
| 1Y | +25.1% | +28.7% | -3.6% | +17.3% |
| 3Y | +21.9% | +118.7% | -96.8% | +0.9% |
| 5Y | +16.3% | +182.7% | -166.4% | -11.3% |
| 10Y | +249.9% | +207.6% | +42.3% | +143.2% |
| All | +249.9% | +197.6% | +52.3% | +143.2% |
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