+111.0%
PBF vs ITUB
+9.0%
+102.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.3% | -9.9% | -6.4% |
| 7D | -0.9% | -1.6% | +0.7% | -0.9% |
| 30D | -13.7% | -26.6% | +12.9% | -14.8% |
| 3M | +10.6% | -11.1% | +21.7% | +8.8% |
| 6M | +61.2% | -13.1% | +74.3% | +58.3% |
| YTD | +172.7% | +3.9% | +168.9% | +141.8% |
| 1Y | +111.0% | +9.8% | +101.3% | +77.2% |
| All | +111.0% | +9.0% | +102.0% | +77.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling