+5.7%
PCG vs ITUB
+1,733.1%
-1,727.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.2% |
| 7D | -1.6% | +3.7% | -5.3% | -2.2% |
| 30D | +1.4% | -24.1% | +25.5% | +5.7% |
| 3M | -23.4% | -9.6% | -13.8% | -22.9% |
| 6M | -19.4% | -11.5% | -7.8% | -18.7% |
| YTD | -18.5% | +5.5% | -24.0% | -20.7% |
| 1Y | -19.5% | +9.9% | -29.4% | -22.3% |
| 3Y | -21.0% | +84.8% | -105.8% | -31.2% |
| 5Y | +13.7% | +182.6% | -168.9% | -9.9% |
| 10Y | -77.2% | +141.7% | -218.9% | -82.3% |
| All | +5.7% | +1,733.1% | -1,727.4% | -34.8% |
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