+695.9%
PH vs ITUB
+175.8%
+520.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.7% |
| 7D | +4.3% | +1.9% | +2.5% | +3.7% |
| 30D | +0.1% | -22.2% | +22.3% | +7.1% |
| 3M | -9.4% | +2.7% | -12.1% | -12.4% |
| 6M | +8.8% | -3.0% | +11.7% | +6.8% |
| YTD | +9.6% | +7.5% | +2.1% | +3.4% |
| 1Y | +14.4% | +10.5% | +4.0% | +6.7% |
| 3Y | +134.5% | +81.0% | +53.5% | +80.6% |
| 5Y | +204.4% | +181.8% | +22.6% | +91.1% |
| All | +695.9% | +175.8% | +520.1% | +416.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling