+1,262.9%
PAAS vs ITUB
+1,920.1%
-657.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -2.9% | +8.7% | -11.6% | -5.3% |
| 30D | +6.8% | -0.7% | +7.5% | +6.9% |
| 3M | -2.9% | +7.8% | -10.7% | -5.2% |
| 6M | -16.4% | -3.4% | -13.0% | -15.7% |
| YTD | 0.0% | +16.3% | -16.3% | -4.4% |
| 1Y | +54.3% | +29.8% | +24.5% | +42.6% |
| 3Y | +230.7% | +111.1% | +119.6% | +162.7% |
| 5Y | +111.6% | +173.6% | -61.9% | +50.8% |
| 10Y | +211.7% | +193.2% | +18.5% | +90.7% |
| All | +1,262.9% | +1,920.1% | -657.2% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling