-75.3%
PCG vs ITUB
+197.6%
-272.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.6% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | -16.7% | +2.6% | -19.3% | -17.4% |
| 3M | -14.2% | +8.4% | -22.6% | -16.2% |
| 6M | -21.5% | -0.5% | -20.9% | -21.9% |
| YTD | -11.2% | +15.3% | -26.5% | -15.3% |
| 1Y | -4.2% | +28.7% | -32.9% | -11.5% |
| 3Y | -14.9% | +118.7% | -133.5% | -32.8% |
| 5Y | +54.2% | +182.7% | -128.4% | +9.2% |
| 10Y | -75.3% | +207.6% | -282.9% | -83.7% |
| All | -75.3% | +197.6% | -272.9% | -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