+73.6%
PAAS vs ITUB
+186.4%
-112.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.1% |
| 7D | +8.8% | +5.5% | +3.4% | +6.9% |
| 30D | -8.5% | -25.6% | +17.1% | +0.5% |
| 3M | -17.0% | -4.7% | -12.3% | -17.8% |
| 6M | -27.9% | -8.6% | -19.3% | -27.5% |
| YTD | -17.5% | +7.9% | -25.4% | -21.6% |
| 1Y | +22.8% | +11.2% | +11.6% | +15.3% |
| 3Y | +224.2% | +82.6% | +141.6% | +156.0% |
| 5Y | +73.6% | +192.7% | -119.1% | +13.9% |
| All | +73.6% | +186.4% | -112.7% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling