+134.7%
PRU vs ITUB
+219.0%
-84.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | -0.2% |
| 7D | -3.8% | +1.0% | -4.8% | -4.2% |
| 30D | -2.0% | +10.7% | -12.7% | -5.7% |
| 3M | +14.0% | +10.1% | +3.9% | +9.5% |
| 6M | +27.2% | -0.1% | +27.4% | +26.3% |
| YTD | +9.1% | +18.4% | -9.3% | +1.1% |
| 1Y | +18.1% | +31.3% | -13.2% | +4.8% |
| 3Y | +44.3% | +124.6% | -80.4% | +1.6% |
| 5Y | +45.7% | +192.0% | -146.3% | -12.3% |
| All | +134.7% | +219.0% | -84.3% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling