-81.6%
PYPL vs ITUB
+186.4%
-268.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.2% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -11.5% | +2.6% | -14.0% | -12.1% |
| 3M | +26.1% | +8.4% | +17.7% | +23.0% |
| 6M | +13.7% | -0.5% | +14.2% | +13.0% |
| YTD | -9.8% | +15.3% | -25.1% | -14.8% |
| 1Y | -22.1% | +28.7% | -50.8% | -28.9% |
| 3Y | -13.5% | +118.7% | -132.2% | -32.7% |
| 5Y | -81.6% | +182.7% | -264.3% | -87.5% |
| All | -81.6% | +186.4% | -268.0% | -87.5% |
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