+192.0%
ITUB vs PFG
+108.9%
+83.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | +1.0% | -3.0% | +4.0% | +2.3% |
| 30D | +10.7% | +2.5% | +8.2% | +9.5% |
| 3M | +10.1% | +6.1% | +4.0% | +7.1% |
| 6M | -0.1% | +31.3% | -31.4% | -11.0% |
| YTD | +18.4% | +33.6% | -15.1% | +4.7% |
| 1Y | +31.3% | +48.5% | -17.2% | +10.8% |
| 3Y | +124.6% | +69.6% | +55.0% | +73.7% |
| 5Y | +192.0% | +111.5% | +80.5% | +84.8% |
| All | +192.0% | +108.9% | +83.1% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling