-37.1%
PTC vs ITUB
+31.7%
-68.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | 0.0% |
| 7D | -14.2% | +1.0% | -15.2% | -14.2% |
| 30D | -14.4% | +10.7% | -25.1% | -14.1% |
| 3M | -4.7% | +10.1% | -14.8% | -4.5% |
| 6M | -19.3% | -0.1% | -19.2% | -19.2% |
| YTD | -26.1% | +18.4% | -44.5% | -29.2% |
| 1Y | -37.1% | +31.3% | -68.3% | -41.4% |
| All | -37.1% | +31.7% | -68.7% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling