-70.5%
PSKY vs ITUB
+185.6%
-256.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.2% | +0.8% |
| 7D | -6.0% | +1.0% | -7.0% | -6.2% |
| 30D | +10.7% | +10.7% | 0.0% | +7.7% |
| 3M | +1.2% | +10.1% | -8.9% | -1.7% |
| 6M | +1.5% | -0.1% | +1.6% | +0.9% |
| YTD | -21.8% | +18.4% | -40.2% | -26.6% |
| 1Y | -30.2% | +31.3% | -61.4% | -36.2% |
| 3Y | -20.1% | +124.6% | -144.7% | -38.4% |
| 5Y | -70.5% | +192.0% | -262.5% | -80.3% |
| All | -70.5% | +185.6% | -256.2% | -80.3% |
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 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