+580.6%
PNR vs ITUB
+1,957.2%
-1,376.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.1% |
| 7D | -5.5% | +1.0% | -6.5% | -5.8% |
| 30D | -15.6% | +10.7% | -26.3% | -18.0% |
| 3M | -20.2% | +10.1% | -30.3% | -22.5% |
| 6M | -36.6% | -0.1% | -36.5% | -36.9% |
| YTD | -45.0% | +18.4% | -63.4% | -48.0% |
| 1Y | -47.4% | +31.3% | -78.7% | -51.8% |
| 3Y | -13.7% | +124.6% | -138.3% | -33.0% |
| 5Y | -20.8% | +192.0% | -212.8% | -45.0% |
| 10Y | +65.2% | +216.0% | -150.8% | +1.9% |
| All | +580.6% | +1,957.2% | -1,376.6% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling