+3.8%
PEP vs ITUB
+175.9%
-172.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +1.3% |
| 7D | +4.6% | +4.9% | -0.2% | +4.3% |
| 30D | +14.0% | -27.2% | +41.2% | +15.8% |
| 3M | +5.4% | -6.1% | +11.5% | +5.3% |
| 6M | -5.1% | -10.7% | +5.5% | -5.0% |
| YTD | +3.1% | +5.5% | -2.4% | +1.8% |
| 1Y | +4.8% | +7.8% | -3.1% | +3.2% |
| 3Y | -4.1% | +75.0% | -79.1% | -9.6% |
| All | +3.8% | +175.9% | -172.1% | -6.0% |
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