+601.1%
PPL vs ITUB
+1,733.1%
-1,132.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.8% |
| 7D | +0.4% | +3.7% | -3.3% | -0.3% |
| 30D | +5.4% | -24.1% | +29.5% | +10.3% |
| 3M | +4.3% | -9.6% | +13.8% | +5.1% |
| 6M | -1.3% | -11.5% | +10.2% | -0.4% |
| YTD | +4.7% | +5.5% | -0.8% | +1.8% |
| 1Y | +1.3% | +9.9% | -8.6% | -2.4% |
| 3Y | +57.2% | +84.8% | -27.6% | +35.5% |
| 5Y | +48.2% | +182.6% | -134.4% | +15.2% |
| 10Y | +62.7% | +141.7% | -79.0% | +21.5% |
| All | +601.1% | +1,733.1% | -1,132.0% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling