+250.9%
PBF vs ITUB
+175.8%
+75.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.7% |
| 7D | +6.5% | +1.9% | +4.6% | +5.5% |
| 30D | -20.0% | -22.2% | +2.2% | -11.2% |
| 3M | -3.3% | +2.7% | -6.0% | -9.2% |
| 6M | +76.8% | -3.0% | +79.8% | +69.7% |
| YTD | +168.9% | +7.5% | +161.4% | +135.4% |
| 1Y | +96.4% | +10.5% | +85.9% | +68.5% |
| 3Y | +77.2% | +81.0% | -3.8% | +9.0% |
| 5Y | +417.7% | +181.8% | +235.9% | +116.5% |
| All | +250.9% | +175.8% | +75.1% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling