-35.1%
PSKY vs ITUB
+450.7%
-485.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | -0.2% | +8.7% | -8.9% | -3.3% |
| 30D | +24.0% | -0.7% | +24.7% | +24.1% |
| 3M | +2.2% | +7.8% | -5.6% | -1.3% |
| 6M | -9.0% | -3.4% | -5.6% | -8.9% |
| YTD | -18.1% | +16.3% | -34.4% | -24.4% |
| 1Y | -25.1% | +29.8% | -54.9% | -33.5% |
| 3Y | -16.3% | +111.1% | -127.4% | -40.2% |
| 5Y | -70.4% | +173.6% | -243.9% | -81.8% |
| 10Y | -74.2% | +193.2% | -267.4% | -86.5% |
| All | -35.1% | +450.7% | -485.8% | -78.0% |
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