+268.2%
PM vs ITUB
+169.9%
+98.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.6% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | -1.3% | -25.4% | +24.1% | +3.3% |
| 3M | +6.5% | -0.3% | +6.8% | +5.1% |
| 6M | +7.0% | -8.0% | +14.9% | +6.9% |
| YTD | +25.8% | +5.2% | +20.6% | +21.7% |
| 1Y | +30.9% | +7.4% | +23.5% | +25.9% |
| 3Y | +148.0% | +74.5% | +73.4% | +113.2% |
| 5Y | +161.2% | +175.8% | -14.6% | +98.2% |
| All | +268.2% | +169.9% | +98.2% | +177.6% |
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