+128.7%
PM vs ITUB
+186.4%
-57.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.9% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -0.2% | +2.6% | -2.7% | -0.6% |
| 3M | +4.9% | +8.4% | -3.5% | +3.5% |
| 6M | +9.0% | -0.5% | +9.6% | +8.6% |
| YTD | +17.8% | +15.3% | +2.5% | +14.5% |
| 1Y | +16.8% | +28.7% | -11.9% | +11.4% |
| 3Y | +125.4% | +118.7% | +6.8% | +95.9% |
| 5Y | +128.7% | +182.7% | -54.0% | +84.4% |
| All | +128.7% | +186.4% | -57.7% | +84.4% |
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