+13.5%
PSA vs ITUB
+185.6%
-172.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.4% |
| 7D | -3.6% | +1.0% | -4.6% | -3.8% |
| 30D | -9.4% | +10.7% | -20.1% | -10.9% |
| 3M | -8.2% | +10.1% | -18.3% | -9.9% |
| 6M | -1.8% | -0.1% | -1.7% | -2.2% |
| YTD | +15.7% | +18.4% | -2.7% | +11.9% |
| 1Y | +6.3% | +31.3% | -25.0% | +0.9% |
| 3Y | +21.6% | +124.6% | -103.0% | +5.7% |
| 5Y | +13.5% | +192.0% | -178.5% | -4.6% |
| All | +13.5% | +185.6% | -172.2% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling