+239.7%
PAAS vs ITUB
+197.6%
+42.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.5% | +4.4% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +2.5% | +2.6% | -0.1% | +1.7% |
| 3M | +15.1% | +8.4% | +6.6% | +12.5% |
| 6M | -12.1% | -0.5% | -11.5% | -12.1% |
| YTD | +3.1% | +15.3% | -12.2% | -0.2% |
| 1Y | +50.8% | +28.7% | +22.1% | +42.2% |
| 3Y | +259.5% | +118.7% | +140.8% | +201.2% |
| 5Y | +126.3% | +182.7% | -56.4% | +77.6% |
| 10Y | +239.7% | +207.6% | +32.2% | +92.1% |
| All | +239.7% | +197.6% | +42.2% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling