+1,158.7%
PSX vs ITUB
+155.3%
+1,003.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.1% |
| 7D | +7.8% | +1.9% | +5.9% | +7.2% |
| 30D | -10.9% | -22.2% | +11.3% | -5.3% |
| 3M | +14.5% | +2.7% | +11.8% | +11.2% |
| 6M | +56.1% | -3.0% | +59.1% | +53.3% |
| YTD | +109.6% | +7.5% | +102.1% | +97.0% |
| 1Y | +95.5% | +10.5% | +85.1% | +81.9% |
| 3Y | +156.2% | +81.0% | +75.2% | +100.1% |
| 5Y | +310.0% | +181.8% | +128.2% | +167.3% |
| 10Y | +368.0% | +170.2% | +197.9% | +192.9% |
| All | +1,158.7% | +155.3% | +1,003.4% | +504.9% |
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