+1,844.4%
ITUB vs PFG
+898.4%
+946.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.1% |
| 7D | +8.7% | +5.5% | +3.2% | +5.7% |
| 30D | -0.7% | +2.4% | -3.1% | -1.9% |
| 3M | +7.8% | +13.6% | -5.8% | +0.9% |
| 6M | -3.4% | +27.9% | -31.3% | -14.7% |
| YTD | +16.3% | +35.6% | -19.3% | -0.3% |
| 1Y | +29.8% | +48.5% | -18.6% | +6.0% |
| 3Y | +111.1% | +66.9% | +44.2% | +58.6% |
| 5Y | +173.6% | +111.0% | +62.6% | +78.3% |
| 10Y | +193.2% | +244.5% | -51.2% | +40.7% |
| All | +1,844.4% | +898.4% | +946.0% | +373.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling