+102.1%
PFE vs ITUB
+1,767.9%
-1,665.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.1% |
| 7D | -1.7% | +1.9% | -3.6% | -2.0% |
| 30D | +0.3% | -22.2% | +22.5% | +4.0% |
| 3M | +9.4% | +2.7% | +6.7% | +7.8% |
| 6M | +14.9% | -3.0% | +17.8% | +14.1% |
| YTD | +23.8% | +7.5% | +16.3% | +20.4% |
| 1Y | +19.5% | +10.5% | +9.1% | +15.6% |
| 3Y | +21.0% | +81.0% | -60.0% | +6.5% |
| 5Y | -23.9% | +181.8% | -205.7% | -39.3% |
| 10Y | +47.8% | +170.2% | -122.3% | +11.0% |
| All | +102.1% | +1,767.9% | -1,665.8% | +1.6% |
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