+221.7%
PR vs ITUB
+184.7%
+37.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | -16.4% | +3.7% | -20.1% | -17.2% |
| 30D | -1.9% | -24.1% | +22.2% | +4.0% |
| 3M | +8.0% | -9.6% | +17.5% | +8.4% |
| 6M | +4.1% | -11.5% | +15.6% | +4.7% |
| YTD | +58.7% | +5.5% | +53.2% | +48.1% |
| 1Y | +75.8% | +9.9% | +66.0% | +61.1% |
| 3Y | +73.2% | +84.8% | -11.6% | +27.4% |
| All | +221.7% | +184.7% | +37.0% | +61.4% |
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