+2.7%
PTC vs ITUB
+181.4%
-178.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.0% | -7.5% | -5.8% |
| 7D | -12.8% | +8.2% | -21.0% | -13.8% |
| 30D | -9.8% | +4.7% | -14.5% | -10.5% |
| 3M | -2.1% | +13.0% | -15.1% | -4.2% |
| 6M | -18.1% | +4.2% | -22.3% | -19.1% |
| YTD | -23.5% | +18.6% | -42.1% | -26.6% |
| 1Y | -37.4% | +31.3% | -68.6% | -41.1% |
| 3Y | -7.2% | +124.9% | -132.1% | -22.0% |
| 5Y | +2.7% | +195.6% | -192.9% | -19.5% |
| All | +2.7% | +181.4% | -178.7% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling