-16.0%
PCG vs ITUB
+9.0%
-25.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | +0.8% |
| 7D | +1.9% | -1.6% | +3.5% | +1.9% |
| 30D | +8.5% | -26.6% | +35.1% | +9.1% |
| 3M | -22.9% | -11.1% | -11.8% | -22.8% |
| 6M | -16.8% | -13.1% | -3.7% | -16.6% |
| YTD | -15.8% | +3.9% | -19.7% | -17.2% |
| 1Y | -16.0% | +9.8% | -25.7% | -17.6% |
| All | -16.0% | +9.0% | -25.0% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling