-8.7%
PEG vs ITUB
+31.4%
-40.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.9% | +2.2% | -3.1% | -1.2% |
| 30D | -3.7% | +12.6% | -16.3% | -5.2% |
| 3M | -7.3% | +6.4% | -13.7% | -8.1% |
| 6M | -10.5% | +0.6% | -11.1% | -10.6% |
| YTD | -7.5% | +18.8% | -26.3% | -11.0% |
| 1Y | -8.7% | +31.0% | -39.7% | -14.5% |
| All | -8.7% | +31.4% | -40.1% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling