-1.6%
PFE vs ITUB
+125.3%
-126.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.5% |
| 7D | -2.7% | +8.2% | -10.9% | -3.6% |
| 30D | +3.8% | +4.7% | -0.9% | +3.2% |
| 3M | +10.4% | +13.0% | -2.6% | +8.5% |
| 6M | +6.3% | +4.2% | +2.1% | +5.3% |
| YTD | +17.4% | +18.6% | -1.2% | +14.1% |
| 1Y | +21.1% | +31.3% | -10.1% | +16.1% |
| 3Y | -1.6% | +124.9% | -126.5% | -13.3% |
| All | -1.6% | +125.3% | -126.9% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling