+198.3%
PTC vs ITUB
+197.6%
+0.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.6% |
| 7D | -13.6% | 0.0% | -13.6% | -13.6% |
| 30D | -14.7% | +2.6% | -17.2% | -15.3% |
| 3M | -5.9% | +8.4% | -14.3% | -8.1% |
| 6M | -21.1% | -0.5% | -20.6% | -21.8% |
| YTD | -26.0% | +15.3% | -41.3% | -29.6% |
| 1Y | -36.8% | +28.7% | -65.5% | -41.6% |
| 3Y | -10.3% | +118.7% | -128.9% | -28.5% |
| 5Y | +1.2% | +182.7% | -181.5% | -27.1% |
| 10Y | +198.3% | +207.6% | -9.3% | +94.8% |
| All | +198.3% | +197.6% | +0.7% | +94.8% |
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