+68.3%
PR vs ITUB
+10.6%
+57.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -0.9% |
| 7D | -12.4% | +5.5% | -17.9% | -12.0% |
| 30D | -6.6% | -25.6% | +19.0% | -7.9% |
| 3M | +7.5% | -4.7% | +12.2% | +8.4% |
| 6M | +10.8% | -8.6% | +19.4% | +11.6% |
| YTD | +57.0% | +7.9% | +49.1% | +57.3% |
| All | +68.3% | +10.6% | +57.7% | +69.3% |
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