+811.9%
PGR vs ITUB
+220.1%
+591.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.6% | +2.2% | -2.8% | -0.9% |
| 30D | +4.9% | +12.6% | -7.7% | +3.3% |
| 3M | +7.6% | +6.4% | +1.2% | +6.6% |
| 6M | +8.3% | +0.6% | +7.7% | +7.7% |
| YTD | +1.7% | +18.8% | -17.1% | -1.2% |
| 1Y | -6.8% | +31.0% | -37.9% | -10.8% |
| 3Y | +73.4% | +118.1% | -44.6% | +53.4% |
| 5Y | +161.2% | +193.0% | -31.8% | +117.7% |
| All | +811.9% | +220.1% | +591.8% | +647.1% |
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