+1,952.2%
PBR vs ITUB
+1,902.7%
+49.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +2.7% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +17.5% | +2.6% | +15.0% | +14.6% |
| 3M | +20.9% | +8.4% | +12.5% | +12.1% |
| 6M | +20.2% | -0.5% | +20.8% | +16.9% |
| YTD | +84.3% | +15.3% | +69.0% | +57.5% |
| 1Y | +77.1% | +28.7% | +48.4% | +37.9% |
| 3Y | +100.8% | +118.7% | -17.8% | -3.7% |
| 5Y | +556.1% | +182.7% | +373.4% | +145.2% |
| 10Y | +676.1% | +207.6% | +468.5% | +190.3% |
| All | +1,952.2% | +1,902.7% | +49.5% | +60.0% |
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 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