-11.1%
PCG vs ITUB
+125.3%
-136.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.7% | +3.4% |
| 7D | +5.4% | +8.2% | -2.8% | +4.4% |
| 30D | -15.1% | +4.7% | -19.8% | -15.6% |
| 3M | -9.8% | +13.0% | -22.8% | -11.4% |
| 6M | -18.0% | +4.2% | -22.2% | -18.6% |
| YTD | -7.2% | +18.6% | -25.8% | -10.2% |
| 1Y | +2.9% | +31.3% | -28.4% | -2.3% |
| 3Y | -11.1% | +124.9% | -136.0% | -24.5% |
| All | -11.1% | +125.3% | -136.4% | -24.5% |
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