+3.9%
PEP vs ITUB
+181.4%
-177.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | +0.1% | +8.2% | -8.1% | -0.4% |
| 30D | +0.7% | +4.7% | -4.0% | +0.3% |
| 3M | -0.5% | +13.0% | -13.5% | -1.4% |
| 6M | -11.3% | +4.2% | -15.5% | -11.7% |
| YTD | -0.6% | +18.6% | -19.2% | -2.0% |
| 1Y | +1.7% | +31.3% | -29.6% | -0.6% |
| 3Y | -12.5% | +124.9% | -137.4% | -18.3% |
| 5Y | +3.9% | +195.6% | -191.7% | -5.6% |
| All | +3.9% | +181.4% | -177.5% | -5.6% |
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