-21.0%
PCG vs ITUB
+85.1%
-106.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.1% |
| 7D | -1.6% | +3.7% | -5.3% | -1.9% |
| 30D | +1.4% | -24.1% | +25.5% | +3.6% |
| 3M | -23.4% | -9.6% | -13.8% | -23.4% |
| 6M | -19.4% | -11.5% | -7.8% | -19.2% |
| YTD | -18.5% | +5.5% | -24.0% | -21.0% |
| 1Y | -19.5% | +9.9% | -29.4% | -22.6% |
| 3Y | -21.0% | +84.8% | -105.8% | -32.3% |
| All | -21.0% | +85.1% | -106.1% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling