+169.5%
PR vs ITUB
+261.0%
-91.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +2.9% | +8.7% | -5.8% | -0.2% |
| 30D | +18.0% | -0.7% | +18.7% | +18.0% |
| 3M | +16.9% | +7.8% | +9.1% | +13.1% |
| 6M | +28.2% | -3.4% | +31.6% | +27.5% |
| YTD | +69.3% | +16.3% | +53.1% | +56.2% |
| 1Y | +69.5% | +29.8% | +39.7% | +49.1% |
| 3Y | +81.7% | +111.1% | -29.4% | +28.8% |
| 5Y | +422.2% | +173.6% | +248.7% | +221.1% |
| 10Y | +110.4% | +193.2% | -82.9% | +44.1% |
| All | +169.5% | +261.0% | -91.6% | +84.6% |
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