+32.5%
PFE vs ITUB
+219.0%
-186.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.8% |
| 7D | -4.0% | +1.0% | -5.0% | -4.2% |
| 30D | +3.9% | +10.7% | -6.8% | +2.5% |
| 3M | +9.9% | +10.1% | -0.2% | +8.4% |
| 6M | +5.3% | -0.1% | +5.4% | +5.0% |
| YTD | +16.8% | +18.4% | -1.6% | +13.6% |
| 1Y | +20.4% | +31.3% | -10.9% | +15.5% |
| 3Y | -2.1% | +124.6% | -126.7% | -13.3% |
| 5Y | -21.0% | +192.0% | -213.0% | -33.8% |
| All | +32.5% | +219.0% | -186.5% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling