+24.1%
PPG vs ITUB
+220.1%
-196.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -6.2% | +2.2% | -8.5% | -6.8% |
| 30D | -7.9% | +12.6% | -20.6% | -10.6% |
| 3M | -10.2% | +6.4% | -16.6% | -11.8% |
| 6M | +2.7% | +0.6% | +2.1% | +2.2% |
| YTD | +4.9% | +18.8% | -14.0% | +0.3% |
| 1Y | -3.2% | +31.0% | -34.2% | -9.8% |
| 3Y | -17.0% | +118.1% | -135.1% | -32.3% |
| 5Y | -23.3% | +193.0% | -216.4% | -43.5% |
| All | +24.1% | +220.1% | -196.0% | -12.7% |
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