+63.3%
PYPL vs ITUB
+203.6%
-140.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.2% |
| 7D | +0.1% | +1.9% | -1.8% | -0.3% |
| 30D | +5.7% | -22.2% | +27.8% | +11.1% |
| 3M | -1.9% | +2.7% | -4.6% | -3.5% |
| 6M | +31.8% | -3.0% | +34.8% | +31.0% |
| YTD | +2.4% | +7.5% | -5.1% | -1.4% |
| 1Y | -8.2% | +10.5% | -18.7% | -12.4% |
| 3Y | +10.2% | +81.0% | -70.8% | -6.9% |
| 5Y | -71.2% | +181.8% | -253.0% | -78.4% |
| 10Y | +49.6% | +170.2% | -120.6% | +7.2% |
| All | +63.3% | +203.6% | -140.3% | +17.4% |
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 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