+118.1%
ITUB vs PSLV
+165.9%
-47.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | -3.5% | +5.7% | +2.7% |
| 30D | +12.6% | -2.1% | +14.8% | +12.8% |
| 3M | +6.4% | -1.6% | +8.1% | +6.3% |
| 6M | +0.6% | -25.5% | +26.1% | +4.1% |
| YTD | +18.8% | -11.4% | +30.3% | +18.4% |
| 1Y | +31.0% | +48.6% | -17.6% | +20.1% |
| 3Y | +118.1% | +166.9% | -48.8% | +83.3% |
| All | +118.1% | +165.9% | -47.8% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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