+4,066.3%
PH vs ITUB
+1,767.9%
+2,298.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | -9.4% | +2.7% | -12.1% | -12.1% |
| 6M | +8.8% | -3.0% | +11.7% | +7.1% |
| YTD | +9.6% | +7.5% | +2.1% | +3.8% |
| 1Y | +14.4% | +10.5% | +4.0% | +7.2% |
| 3Y | +134.5% | +81.0% | +53.5% | +83.0% |
| 5Y | +204.4% | +181.8% | +22.6% | +97.6% |
| 10Y | +697.3% | +170.2% | +527.1% | +381.6% |
| All | +4,066.3% | +1,767.9% | +2,298.4% | +1,288.3% |
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