+55.7%
PBF vs ITUB
+114.2%
-58.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +15.8% | +2.6% | +13.3% | +15.1% |
| 3M | +90.3% | +8.4% | +81.8% | +87.0% |
| 6M | +102.8% | -0.5% | +103.4% | +100.4% |
| YTD | +187.3% | +15.3% | +172.1% | +167.8% |
| 1Y | +161.8% | +28.7% | +133.1% | +134.7% |
| All | +55.7% | +114.2% | -58.6% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling