+100.5%
PSA vs ITUB
+220.1%
-119.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | -1.8% | +2.2% | -4.0% | -2.1% |
| 30D | -8.4% | +12.6% | -21.0% | -9.8% |
| 3M | -7.8% | +6.4% | -14.3% | -8.7% |
| 6M | +0.8% | +0.6% | +0.2% | +0.4% |
| YTD | +16.5% | +18.8% | -2.4% | +13.5% |
| 1Y | +4.7% | +31.0% | -26.3% | +0.7% |
| 3Y | +21.1% | +118.1% | -97.0% | +8.8% |
| 5Y | +14.2% | +193.0% | -178.8% | -1.9% |
| All | +100.5% | +220.1% | -119.6% | +65.9% |
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