+1,659.7%
ITUB vs PEGA
+2,202.9%
-543.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.9% |
| 7D | +1.1% | -4.6% | +5.7% | +2.1% |
| 30D | -25.4% | -6.8% | -18.6% | -24.5% |
| 3M | -0.3% | +2.6% | -2.8% | -1.5% |
| 6M | -8.0% | -5.4% | -2.6% | -8.5% |
| YTD | +5.2% | -46.0% | +51.3% | +17.4% |
| 1Y | +7.4% | -45.6% | +53.0% | +19.3% |
| 3Y | +74.5% | +43.2% | +31.4% | +43.0% |
| 5Y | +175.8% | -45.3% | +221.1% | +170.5% |
| 10Y | +164.4% | +88.9% | +75.5% | +79.0% |
| All | +1,659.7% | +2,202.9% | -543.2% | +519.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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