+557.9%
PAYX vs ITUB
+1,964.7%
-1,406.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -4.9% | +2.2% | -7.1% | -5.3% |
| 30D | -3.8% | +12.6% | -16.4% | -6.1% |
| 3M | +17.9% | +6.4% | +11.5% | +16.0% |
| 6M | +26.1% | +0.6% | +25.5% | +24.9% |
| YTD | +6.7% | +18.8% | -12.1% | +1.8% |
| 1Y | -10.7% | +31.0% | -41.8% | -16.8% |
| 3Y | +7.0% | +118.1% | -111.1% | -11.2% |
| 5Y | +22.6% | +193.0% | -170.4% | -6.8% |
| 10Y | +166.5% | +217.1% | -50.6% | +86.0% |
| All | +557.9% | +1,964.7% | -1,406.8% | +228.9% |
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 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