-74.7%
PLUG vs ITUB
+83.6%
-158.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.5% |
| 7D | +14.5% | +5.5% | +9.0% | +12.2% |
| 30D | -10.7% | -25.6% | +14.8% | -0.7% |
| 3M | -31.2% | -4.7% | -26.5% | -32.4% |
| 6M | -51.9% | -8.6% | -43.3% | -52.2% |
| YTD | -23.9% | +7.9% | -31.8% | -32.4% |
| 1Y | -43.4% | +11.2% | -54.6% | -50.9% |
| 3Y | -74.7% | +82.6% | -157.3% | -84.5% |
| All | -74.7% | +83.6% | -158.3% | -84.5% |
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