+782.2%
PRU vs ITUB
+1,767.9%
-985.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | 0.0% |
| 7D | +3.6% | +1.9% | +1.7% | +2.7% |
| 30D | +8.9% | -22.2% | +31.0% | +19.1% |
| 3M | +0.2% | +2.7% | -2.5% | -3.8% |
| 6M | +23.7% | -3.0% | +26.7% | +21.1% |
| YTD | +13.7% | +7.5% | +6.2% | +5.4% |
| 1Y | +20.6% | +10.5% | +10.2% | +10.1% |
| 3Y | +56.3% | +81.0% | -24.7% | +11.6% |
| 5Y | +42.3% | +181.8% | -139.5% | -20.8% |
| 10Y | +99.3% | +170.2% | -70.9% | +0.3% |
| All | +782.2% | +1,767.9% | -985.7% | +164.3% |
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 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