+82.3%
PFGC vs ITUB
+81.0%
+1.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.8% |
| 7D | +3.4% | +1.9% | +1.5% | +3.1% |
| 30D | +16.9% | -22.2% | +39.1% | +20.3% |
| 3M | +6.4% | +2.7% | +3.7% | +3.6% |
| 6M | +16.0% | -3.0% | +19.0% | +14.1% |
| YTD | +23.6% | +7.5% | +16.1% | +19.4% |
| 1Y | +16.6% | +10.5% | +6.1% | +12.0% |
| 3Y | +82.3% | +81.0% | +1.3% | +55.8% |
| All | +82.3% | +81.0% | +1.3% | +55.8% |
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 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