+1,112.1%
PSX vs ITUB
+176.1%
+936.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | +4.5% | +8.7% | -4.2% | +1.9% |
| 30D | +26.6% | -0.7% | +27.3% | +26.6% |
| 3M | +39.3% | +7.8% | +31.5% | +35.5% |
| 6M | +56.8% | -3.4% | +60.2% | +56.3% |
| YTD | +101.8% | +16.3% | +85.5% | +89.1% |
| 1Y | +99.6% | +29.8% | +69.8% | +80.3% |
| 3Y | +140.3% | +111.1% | +29.3% | +82.0% |
| 5Y | +339.3% | +173.6% | +165.8% | +194.5% |
| 10Y | +369.9% | +193.2% | +176.6% | +191.7% |
| All | +1,112.1% | +176.1% | +936.0% | +480.7% |
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