-91.0%
PLUG vs ITUB
+181.4%
-272.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.2% | +3.3% |
| 7D | +8.1% | +8.2% | -0.1% | +4.2% |
| 30D | +3.7% | +4.7% | -1.0% | +1.3% |
| 3M | -29.2% | +13.0% | -42.2% | -33.7% |
| 6M | +6.1% | +4.2% | +1.9% | +2.5% |
| YTD | +14.7% | +18.6% | -3.8% | +3.6% |
| 1Y | +56.9% | +31.3% | +25.7% | +34.5% |
| 3Y | -71.6% | +124.9% | -196.5% | -81.2% |
| 5Y | -91.0% | +195.6% | -286.7% | -94.9% |
| All | -91.0% | +181.4% | -272.5% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling