+126.3%
PAAS vs ITUB
+186.4%
-60.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.5% | +4.8% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +2.5% | +2.6% | -0.1% | +1.3% |
| 3M | +15.1% | +8.4% | +6.6% | +11.2% |
| 6M | -12.1% | -0.5% | -11.5% | -12.3% |
| YTD | +3.1% | +15.3% | -12.2% | -1.8% |
| 1Y | +50.8% | +28.7% | +22.1% | +38.3% |
| 3Y | +259.5% | +118.7% | +140.8% | +179.0% |
| 5Y | +126.3% | +182.7% | -56.4% | +58.2% |
| All | +126.3% | +186.4% | -60.0% | +58.2% |
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