+268.2%
PR vs ITUB
+173.2%
+95.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.6% |
| 7D | +6.7% | +1.1% | +5.6% | +6.4% |
| 30D | -6.1% | -25.4% | +19.3% | +0.1% |
| 3M | +6.9% | -0.3% | +7.1% | +4.2% |
| 6M | +14.6% | -8.0% | +22.6% | +13.8% |
| YTD | +66.1% | +5.2% | +60.9% | +54.9% |
| 1Y | +77.0% | +7.4% | +69.6% | +63.2% |
| 3Y | +93.8% | +74.5% | +19.3% | +45.3% |
| 5Y | +268.2% | +175.8% | +92.4% | +86.0% |
| All | +268.2% | +173.2% | +95.0% | +86.0% |
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