+51.4%
PYPL vs ITUB
+228.4%
-177.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.8% |
| 7D | +2.7% | +8.7% | -6.0% | +0.8% |
| 30D | -4.9% | -0.7% | -4.2% | -4.8% |
| 3M | +28.9% | +7.8% | +21.1% | +26.3% |
| 6M | +18.2% | -3.4% | +21.7% | +18.4% |
| YTD | -5.0% | +16.3% | -21.3% | -9.3% |
| 1Y | -18.8% | +29.8% | -48.7% | -24.6% |
| 3Y | -12.6% | +111.1% | -123.6% | -28.0% |
| 5Y | -80.8% | +173.6% | -254.3% | -85.4% |
| 10Y | +49.9% | +193.2% | -143.3% | +6.2% |
| All | +51.4% | +228.4% | -177.0% | +8.0% |
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