-44.6%
PNR vs ITUB
+30.8%
-75.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -2.4% | +8.7% | -11.1% | -4.3% |
| 30D | -12.8% | -0.7% | -12.1% | -12.7% |
| 3M | -17.0% | +7.8% | -24.8% | -18.7% |
| 6M | -37.4% | -3.4% | -34.0% | -37.6% |
| YTD | -41.6% | +16.3% | -57.9% | -43.6% |
| 1Y | -44.6% | +29.8% | -74.5% | -47.9% |
| All | -44.6% | +30.8% | -75.4% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling