-68.0%
PLUG vs ITUB
+81.0%
-149.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.2% | -12.7% | -11.4% |
| 7D | -23.4% | +1.9% | -25.3% | -24.0% |
| 30D | -23.4% | -22.2% | -1.3% | -16.2% |
| 3M | -51.7% | +2.7% | -54.4% | -54.4% |
| 6M | -72.0% | -3.0% | -69.0% | -73.0% |
| YTD | -43.7% | +7.5% | -51.2% | -50.4% |
| 1Y | -55.4% | +10.5% | -65.9% | -61.6% |
| 3Y | -68.0% | +81.0% | -149.0% | -84.8% |
| All | -68.0% | +81.0% | -149.0% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling