+782.8%
PH vs ITUB
+219.0%
+563.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.5% |
| 7D | -3.1% | +1.0% | -4.1% | -3.5% |
| 30D | -11.8% | +10.7% | -22.5% | -14.9% |
| 3M | +6.9% | +10.1% | -3.1% | +3.2% |
| 6M | -1.3% | -0.1% | -1.1% | -1.9% |
| YTD | +7.0% | +18.4% | -11.5% | 0.0% |
| 1Y | +23.1% | +31.3% | -8.2% | +10.9% |
| 3Y | +135.4% | +124.6% | +10.8% | +73.2% |
| 5Y | +250.3% | +192.0% | +58.4% | +124.2% |
| All | +782.8% | +219.0% | +563.9% | +437.8% |
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