+1.1%
PLUG vs ITUB
+154.1%
-153.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.2% | -6.8% | -8.3% |
| 7D | -3.2% | +4.9% | -8.1% | -4.5% |
| 30D | -18.7% | -27.2% | +8.5% | -10.9% |
| 3M | -35.3% | -6.1% | -29.2% | -35.2% |
| 6M | -56.2% | -10.7% | -45.6% | -55.7% |
| YTD | -30.7% | +5.5% | -36.2% | -33.8% |
| 1Y | -46.7% | +7.8% | -54.5% | -49.5% |
| 3Y | -61.3% | +75.0% | -136.3% | -68.7% |
| 5Y | -96.6% | +178.6% | -275.2% | -97.6% |
| 10Y | +1.1% | +162.9% | -161.7% | -19.1% |
| All | +1.1% | +154.1% | -153.0% | -19.1% |
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