+61.3%
PFGC vs ITUB
+114.2%
-52.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.6% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -16.0% | +2.6% | -18.5% | -16.5% |
| 3M | -4.1% | +8.4% | -12.6% | -6.0% |
| 6M | +8.7% | -0.5% | +9.3% | +8.4% |
| YTD | +6.4% | +15.3% | -8.9% | +3.1% |
| 1Y | -8.4% | +28.7% | -37.1% | -13.1% |
| All | +61.3% | +114.2% | -52.9% | +32.3% |
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