+16.1%
PCG vs ITUB
+1,920.1%
-1,904.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | -13.9% | +8.7% | -22.6% | -15.2% |
| 30D | -16.9% | -0.7% | -16.2% | -16.9% |
| 3M | -14.7% | +7.8% | -22.5% | -16.1% |
| 6M | -23.8% | -3.4% | -20.4% | -23.7% |
| YTD | -10.5% | +16.3% | -26.8% | -13.5% |
| 1Y | -5.1% | +29.8% | -34.9% | -10.3% |
| 3Y | -11.6% | +111.1% | -122.7% | -24.2% |
| 5Y | +59.0% | +173.6% | -114.5% | +27.6% |
| 10Y | -75.7% | +193.2% | -269.0% | -81.6% |
| All | +16.1% | +1,920.1% | -1,904.0% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling