+409.4%
PFGC vs ITUB
+443.1%
-33.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.8% | -2.5% |
| 7D | -2.4% | +8.2% | -10.7% | -5.1% |
| 30D | -15.8% | +4.7% | -20.5% | -17.2% |
| 3M | -0.6% | +13.0% | -13.6% | -5.0% |
| 6M | +10.7% | +4.2% | +6.5% | +8.3% |
| YTD | +7.6% | +18.6% | -10.9% | +0.4% |
| 1Y | -7.8% | +31.3% | -39.1% | -17.3% |
| 3Y | +63.7% | +124.9% | -61.2% | +18.4% |
| 5Y | +112.3% | +195.6% | -83.3% | +31.8% |
| 10Y | +286.7% | +196.4% | +90.3% | +132.3% |
| All | +409.4% | +443.1% | -33.7% | +165.5% |
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