+160.1%
PM vs ITUB
+181.9%
-21.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | -7.1% | +3.7% | -10.8% | -7.4% |
| 30D | -2.8% | -24.9% | +22.1% | -0.1% |
| 3M | +6.3% | +0.8% | +5.6% | +5.1% |
| 6M | +9.6% | -6.6% | +16.3% | +9.2% |
| YTD | +25.6% | +7.8% | +17.8% | +21.9% |
| 1Y | +29.7% | +7.4% | +22.3% | +25.8% |
| 3Y | +147.6% | +78.8% | +68.8% | +119.9% |
| 5Y | +160.1% | +179.9% | -19.8% | +104.5% |
| All | +160.1% | +181.9% | -21.8% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling