+1,697.9%
ITUB vs PEGA
+2,230.9%
-533.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.9% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -22.2% | -4.1% | -18.0% | -21.7% |
| 3M | +2.7% | -2.8% | +5.5% | +2.8% |
| 6M | -3.0% | -0.4% | -2.5% | -4.7% |
| YTD | +7.5% | -45.4% | +52.9% | +19.7% |
| 1Y | +10.5% | -42.6% | +53.1% | +21.2% |
| 3Y | +81.0% | +45.4% | +35.6% | +47.8% |
| 5Y | +181.8% | -44.6% | +226.4% | +175.6% |
| 10Y | +170.2% | +91.2% | +79.0% | +82.4% |
| All | +1,697.9% | +2,230.9% | -533.0% | +531.7% |
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