+64.4%
PPL vs ITUB
+143.4%
-79.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.7% |
| 7D | -1.2% | +5.5% | -6.7% | -2.2% |
| 30D | +4.2% | -25.6% | +29.8% | +9.3% |
| 3M | +1.5% | -4.7% | +6.2% | +1.2% |
| 6M | +1.0% | -8.6% | +9.7% | +1.4% |
| YTD | +4.4% | +7.9% | -3.6% | +0.8% |
| 1Y | +0.8% | +11.2% | -10.4% | -3.4% |
| 3Y | +56.5% | +82.6% | -26.2% | +33.9% |
| 5Y | +47.7% | +192.7% | -145.0% | +11.7% |
| 10Y | +64.4% | +144.7% | -80.3% | +21.0% |
| All | +64.4% | +143.4% | -79.0% | +21.0% |
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