+20.0%
PLUG vs ITUB
+143.4%
-123.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.7% |
| 7D | +14.5% | +5.5% | +9.0% | +12.6% |
| 30D | -10.7% | -25.6% | +14.8% | -3.0% |
| 3M | -31.2% | -4.7% | -26.5% | -31.4% |
| 6M | -51.9% | -8.6% | -43.3% | -51.7% |
| YTD | -23.9% | +7.9% | -31.8% | -27.7% |
| 1Y | -43.4% | +11.2% | -54.6% | -46.9% |
| 3Y | -74.7% | +82.6% | -157.3% | -79.8% |
| 5Y | -96.3% | +192.7% | -289.0% | -97.4% |
| 10Y | +20.0% | +144.7% | -124.7% | -6.3% |
| All | +20.0% | +143.4% | -123.4% | -6.3% |
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