+96.1%
PFE vs ITUB
+1,920.1%
-1,823.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | +1.8% | +8.7% | -7.0% | +0.3% |
| 30D | +10.2% | -0.7% | +10.9% | +10.3% |
| 3M | +12.7% | +7.8% | +4.9% | +11.1% |
| 6M | +10.5% | -3.4% | +14.0% | +10.7% |
| YTD | +20.2% | +16.3% | +3.9% | +16.4% |
| 1Y | +24.1% | +29.8% | -5.8% | +17.8% |
| 3Y | -3.6% | +111.1% | -114.6% | -16.6% |
| 5Y | -20.9% | +173.6% | -194.4% | -36.1% |
| 10Y | +35.8% | +193.2% | -157.4% | +1.1% |
| All | +96.1% | +1,920.1% | -1,823.9% | -1.8% |
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