+142.6%
PH vs ITUB
+120.3%
+22.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.2% |
| 7D | +0.4% | +8.2% | -7.8% | -1.9% |
| 30D | -10.8% | +4.7% | -15.5% | -12.1% |
| 3M | +8.5% | +13.0% | -4.6% | +4.5% |
| 6M | +3.9% | +4.2% | -0.2% | +2.3% |
| YTD | +9.4% | +18.6% | -9.1% | +3.7% |
| 1Y | +26.8% | +31.3% | -4.5% | +16.3% |
| All | +142.6% | +120.3% | +22.3% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling