-22.2%
PFE vs ITUB
+181.4%
-203.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.5% |
| 7D | -2.7% | +8.2% | -10.9% | -3.3% |
| 30D | +3.8% | +4.7% | -0.9% | +3.4% |
| 3M | +10.4% | +13.0% | -2.6% | +9.0% |
| 6M | +6.3% | +4.2% | +2.1% | +5.6% |
| YTD | +17.4% | +18.6% | -1.2% | +15.2% |
| 1Y | +21.1% | +31.3% | -10.1% | +17.8% |
| 3Y | -1.6% | +124.9% | -126.5% | -8.5% |
| 5Y | -22.2% | +195.6% | -217.8% | -27.7% |
| All | -22.2% | +181.4% | -203.6% | -27.7% |
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 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