+116.1%
PG vs ITUB
+220.1%
-104.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -0.8% | +2.2% | -3.0% | -1.0% |
| 30D | +0.8% | +12.6% | -11.8% | -0.6% |
| 3M | -1.3% | +6.4% | -7.7% | -2.2% |
| 6M | -3.8% | +0.6% | -4.4% | -4.1% |
| YTD | +3.6% | +18.8% | -15.2% | +1.2% |
| 1Y | -5.7% | +31.0% | -36.7% | -9.1% |
| 3Y | +1.6% | +118.1% | -116.5% | -8.6% |
| 5Y | +14.6% | +193.0% | -178.4% | -2.5% |
| All | +116.1% | +220.1% | -104.0% | +73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling