+944.3%
PAAS vs ITUB
+1,772.8%
-828.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -2.0% |
| 7D | -5.2% | +3.7% | -8.9% | -6.2% |
| 30D | -13.9% | -24.9% | +11.0% | -7.0% |
| 3M | -23.8% | +0.8% | -24.6% | -25.1% |
| 6M | -36.4% | -6.6% | -29.8% | -36.2% |
| YTD | -23.4% | +7.8% | -31.2% | -26.2% |
| 1Y | +5.6% | +7.4% | -1.7% | +1.8% |
| 3Y | +209.7% | +78.8% | +130.9% | +154.7% |
| 5Y | +55.6% | +179.9% | -124.3% | +9.2% |
| 10Y | +212.2% | +170.9% | +41.3% | +92.9% |
| All | +944.3% | +1,772.8% | -828.5% | +280.7% |
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