+208.8%
PM vs ITUB
+219.0%
-10.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.7% |
| 7D | +1.9% | +1.0% | +1.0% | +1.7% |
| 30D | +1.9% | +10.7% | -8.8% | -0.2% |
| 3M | +4.6% | +10.1% | -5.5% | +2.3% |
| 6M | +11.7% | -0.1% | +11.8% | +10.9% |
| YTD | +20.4% | +18.4% | +1.9% | +15.2% |
| 1Y | +19.0% | +31.3% | -12.3% | +11.2% |
| 3Y | +130.4% | +124.6% | +5.8% | +90.0% |
| 5Y | +131.5% | +192.0% | -60.5% | +75.0% |
| All | +208.8% | +219.0% | -10.1% | +115.2% |
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 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