+4,087.6%
PH vs ITUB
+1,920.1%
+2,167.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -3.1% | +8.7% | -11.8% | -5.8% |
| 30D | -3.2% | -0.7% | -2.6% | -3.2% |
| 3M | +10.6% | +7.8% | +2.8% | +7.5% |
| 6M | -2.1% | -3.4% | +1.3% | -1.6% |
| YTD | +10.2% | +16.3% | -6.1% | +3.8% |
| 1Y | +28.2% | +29.8% | -1.6% | +16.1% |
| 3Y | +134.9% | +111.1% | +23.8% | +77.7% |
| 5Y | +253.6% | +173.6% | +80.1% | +135.5% |
| 10Y | +804.7% | +193.2% | +611.5% | +439.7% |
| All | +4,087.6% | +1,920.1% | +2,167.6% | +1,288.7% |
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