+542.7%
PBR vs ITUB
+186.2%
+356.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +5.4% | +2.2% | +3.2% | +4.1% |
| 30D | +22.9% | +12.6% | +10.3% | +14.8% |
| 3M | +19.6% | +6.4% | +13.2% | +14.9% |
| 6M | +16.5% | +0.6% | +15.9% | +13.9% |
| YTD | +86.7% | +18.8% | +67.8% | +63.5% |
| 1Y | +74.7% | +31.0% | +43.7% | +43.8% |
| 3Y | +102.6% | +118.1% | -15.5% | +14.7% |
| All | +542.7% | +186.2% | +356.5% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling