+38.0%
PEG vs ITUB
+185.6%
-147.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.5% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | -2.8% | +10.7% | -13.5% | -4.0% |
| 3M | -6.9% | +10.1% | -17.0% | -8.2% |
| 6M | -11.4% | -0.1% | -11.3% | -11.6% |
| YTD | -7.4% | +18.4% | -25.8% | -9.7% |
| 1Y | -8.3% | +31.3% | -39.5% | -11.7% |
| 3Y | +31.5% | +124.6% | -93.1% | +17.6% |
| 5Y | +38.0% | +192.0% | -154.0% | +18.2% |
| All | +38.0% | +185.6% | -147.7% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling