+3,205.0%
PGR vs ITUB
+1,964.7%
+1,240.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.6% | +2.2% | -2.8% | -1.1% |
| 30D | +4.9% | +12.6% | -7.7% | +2.2% |
| 3M | +7.6% | +6.4% | +1.2% | +5.9% |
| 6M | +8.3% | +0.6% | +7.7% | +7.3% |
| YTD | +1.7% | +18.8% | -17.1% | -3.1% |
| 1Y | -6.8% | +31.0% | -37.9% | -13.4% |
| 3Y | +73.4% | +118.1% | -44.6% | +41.6% |
| 5Y | +161.2% | +193.0% | -31.8% | +93.5% |
| 10Y | +819.5% | +217.1% | +602.4% | +500.5% |
| All | +3,205.0% | +1,964.7% | +1,240.3% | +1,320.7% |
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