+124.3%
PM vs ITUB
+125.3%
-1.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.0% |
| 7D | -1.3% | +8.2% | -9.5% | -2.1% |
| 30D | -2.6% | +4.7% | -7.3% | -3.0% |
| 3M | +5.8% | +13.0% | -7.2% | +4.1% |
| 6M | +10.6% | +4.2% | +6.4% | +9.5% |
| YTD | +17.2% | +18.6% | -1.4% | +13.5% |
| 1Y | +17.6% | +31.3% | -13.6% | +12.0% |
| 3Y | +124.3% | +124.9% | -0.6% | +84.2% |
| All | +124.3% | +125.3% | -1.1% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling