+330.8%
PBF vs ITUB
+199.7%
+131.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.9% |
| 7D | +4.3% | +8.7% | -4.4% | +0.4% |
| 30D | +22.0% | -0.7% | +22.7% | +21.9% |
| 3M | +74.5% | +7.8% | +66.7% | +68.0% |
| 6M | +67.7% | -3.4% | +71.1% | +65.9% |
| YTD | +179.2% | +16.3% | +162.9% | +152.2% |
| 1Y | +170.0% | +29.8% | +140.2% | +131.1% |
| 3Y | +66.4% | +111.1% | -44.7% | +9.9% |
| 5Y | +764.5% | +173.6% | +590.9% | +376.3% |
| 10Y | +358.5% | +193.2% | +165.3% | +144.7% |
| All | +330.8% | +199.7% | +131.1% | +121.2% |
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 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