+544.6%
PG vs ITUB
+1,964.7%
-1,420.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -0.8% | +2.2% | -3.0% | -1.1% |
| 30D | +0.8% | +12.6% | -11.8% | -0.7% |
| 3M | -1.3% | +6.4% | -7.7% | -2.3% |
| 6M | -3.8% | +0.6% | -4.4% | -4.2% |
| YTD | +3.6% | +18.8% | -15.2% | +1.0% |
| 1Y | -5.7% | +31.0% | -36.7% | -9.4% |
| 3Y | +1.6% | +118.1% | -116.5% | -9.4% |
| 5Y | +14.6% | +193.0% | -178.4% | -3.3% |
| 10Y | +121.2% | +217.1% | -95.9% | +75.5% |
| All | +544.6% | +1,964.7% | -1,420.1% | +324.2% |
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