+111.5%
ITUB vs PFG
+67.4%
+44.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.4% |
| 7D | 0.0% | +3.2% | -3.2% | -1.2% |
| 30D | +2.6% | +0.9% | +1.6% | +2.1% |
| 3M | +8.4% | +7.7% | +0.7% | +5.3% |
| 6M | -0.5% | +29.0% | -29.5% | -9.4% |
| YTD | +15.3% | +32.5% | -17.2% | +4.1% |
| 1Y | +28.7% | +47.3% | -18.6% | +12.2% |
| All | +111.5% | +67.4% | +44.1% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling