+429.9%
PEP vs ITUB
+1,920.1%
-1,490.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.4% | +8.7% | -10.1% | -2.4% |
| 30D | +0.2% | -0.7% | +0.9% | +0.2% |
| 3M | -1.1% | +7.8% | -8.9% | -2.2% |
| 6M | -13.5% | -3.4% | -10.1% | -13.4% |
| YTD | -1.2% | +16.3% | -17.5% | -3.6% |
| 1Y | -1.6% | +29.8% | -31.4% | -5.4% |
| 3Y | -12.5% | +111.1% | -123.6% | -21.8% |
| 5Y | +3.0% | +173.6% | -170.5% | -12.5% |
| 10Y | +73.9% | +193.2% | -119.3% | +39.5% |
| All | +429.9% | +1,920.1% | -1,490.2% | +249.7% |
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