+45.3%
PRU vs ITUB
+125.3%
-80.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.1% | -2.6% |
| 7D | +1.9% | +8.2% | -6.3% | +0.1% |
| 30D | -0.4% | +4.7% | -5.1% | -1.6% |
| 3M | +16.4% | +13.0% | +3.4% | +12.8% |
| 6M | +26.0% | +4.2% | +21.9% | +24.3% |
| YTD | +9.9% | +18.6% | -8.7% | +4.9% |
| 1Y | +18.8% | +31.3% | -12.5% | +10.2% |
| 3Y | +45.3% | +124.9% | -79.5% | +13.6% |
| All | +45.3% | +125.3% | -80.0% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling