+795.9%
PEG vs ITUB
+1,902.7%
-1,106.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.7% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -2.6% | +2.6% | -5.2% | -3.2% |
| 3M | -7.6% | +8.4% | -16.0% | -9.3% |
| 6M | -12.2% | -0.5% | -11.6% | -12.5% |
| YTD | -8.1% | +15.3% | -23.3% | -11.2% |
| 1Y | -7.0% | +28.7% | -35.7% | -12.2% |
| 3Y | +30.6% | +118.7% | -88.1% | +9.8% |
| 5Y | +34.4% | +182.7% | -148.3% | +4.6% |
| 10Y | +146.5% | +207.6% | -61.1% | +73.7% |
| All | +795.9% | +1,902.7% | -1,106.8% | +359.8% |
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