+316.9%
PTC vs ITUB
+176.3%
+140.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | +0.5% | +3.7% | -3.2% | -0.4% |
| 30D | +0.9% | -24.9% | +25.8% | +7.5% |
| 3M | +30.4% | +0.8% | +29.6% | +29.7% |
| 6M | +34.4% | -6.6% | +41.0% | +35.5% |
| YTD | +12.6% | +7.8% | +4.8% | +8.7% |
| 1Y | +10.2% | +7.4% | +2.8% | +6.4% |
| 3Y | +29.4% | +78.8% | -49.4% | +8.4% |
| 5Y | +63.7% | +179.9% | -116.2% | +18.2% |
| 10Y | +316.9% | +170.9% | +146.0% | +193.6% |
| All | +316.9% | +176.3% | +140.6% | +193.6% |
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