-76.0%
PCG vs ITUB
+175.8%
-251.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.7% |
| 7D | +2.2% | +1.9% | +0.3% | +1.7% |
| 30D | +0.8% | -22.2% | +22.9% | +5.8% |
| 3M | -23.8% | +2.7% | -26.5% | -25.6% |
| 6M | -19.6% | -3.0% | -16.7% | -20.7% |
| YTD | -16.7% | +7.5% | -24.2% | -20.5% |
| 1Y | -19.4% | +10.5% | -29.8% | -23.7% |
| 3Y | -18.3% | +81.0% | -99.3% | -33.2% |
| 5Y | +10.4% | +181.8% | -171.4% | -22.9% |
| All | -76.0% | +175.8% | -251.8% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling