+362.6%
PSX vs ITUB
+186.2%
+176.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.7% | +2.2% | -0.5% | +1.3% |
| 30D | +15.6% | +12.6% | +3.0% | +12.8% |
| 3M | +46.5% | +6.4% | +40.1% | +44.2% |
| 6M | +55.0% | +0.6% | +54.4% | +53.5% |
| YTD | +105.3% | +18.8% | +86.4% | +94.1% |
| 1Y | +101.6% | +31.0% | +70.6% | +85.7% |
| 3Y | +134.1% | +118.1% | +16.1% | +86.3% |
| All | +362.6% | +186.2% | +176.4% | +216.4% |
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