+7.9%
PCG vs ITUB
+1,733.1%
-1,725.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.1% |
| 7D | -0.5% | +4.9% | -5.3% | -1.3% |
| 30D | +0.8% | -27.2% | +28.0% | +5.8% |
| 3M | -22.0% | -6.1% | -15.9% | -22.1% |
| 6M | -17.1% | -10.7% | -6.4% | -16.6% |
| YTD | -16.9% | +5.5% | -22.4% | -19.1% |
| 1Y | -19.1% | +7.8% | -26.9% | -21.6% |
| 3Y | -19.4% | +75.0% | -94.4% | -29.2% |
| 5Y | +9.0% | +178.6% | -169.6% | -13.4% |
| 10Y | -76.2% | +162.9% | -239.0% | -81.7% |
| All | +7.9% | +1,733.1% | -1,725.3% | -33.4% |
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