+1,874.7%
PSA vs ITUB
+1,959.7%
-85.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.6% |
| 7D | -0.4% | +8.2% | -8.7% | -2.3% |
| 30D | -8.2% | +4.7% | -12.9% | -9.3% |
| 3M | -2.1% | +13.0% | -15.2% | -5.3% |
| 6M | -0.2% | +4.2% | -4.4% | -1.7% |
| YTD | +18.5% | +18.6% | -0.1% | +12.8% |
| 1Y | +6.6% | +31.3% | -24.7% | -1.2% |
| 3Y | +24.5% | +124.9% | -100.4% | +0.1% |
| 5Y | +13.6% | +195.6% | -182.0% | -17.3% |
| 10Y | +102.0% | +196.4% | -94.4% | +29.3% |
| All | +1,874.7% | +1,959.7% | -85.0% | +826.3% |
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