+51.7%
PFE vs ITUB
+176.5%
-124.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -3.0% | +3.7% | -6.7% | -3.4% |
| 30D | +5.2% | -24.9% | +30.1% | +8.6% |
| 3M | +12.2% | +0.8% | +11.5% | +11.2% |
| 6M | +17.8% | -6.6% | +24.4% | +17.7% |
| YTD | +26.2% | +7.8% | +18.4% | +23.2% |
| 1Y | +23.2% | +7.4% | +15.8% | +20.2% |
| 3Y | +21.3% | +78.8% | -57.5% | +9.5% |
| 5Y | -23.1% | +179.9% | -203.0% | -36.1% |
| All | +51.7% | +176.5% | -124.8% | +26.5% |
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