+485.1%
PFGC vs ITUB
+392.5%
+92.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.4% |
| 7D | +3.4% | +1.9% | +1.5% | +2.8% |
| 30D | +16.9% | -22.2% | +39.1% | +25.3% |
| 3M | +6.4% | +2.7% | +3.7% | +3.0% |
| 6M | +16.0% | -3.0% | +19.0% | +14.1% |
| YTD | +23.6% | +7.5% | +16.1% | +16.6% |
| 1Y | +16.6% | +10.5% | +6.1% | +8.7% |
| 3Y | +82.3% | +81.0% | +1.3% | +39.4% |
| 5Y | +138.7% | +181.8% | -43.1% | +47.5% |
| 10Y | +352.8% | +170.2% | +182.7% | +175.1% |
| All | +485.1% | +392.5% | +92.6% | +208.3% |
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 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