+557.2%
PHM vs ITUB
+220.1%
+337.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -5.0% | +2.2% | -7.2% | -5.6% |
| 30D | -8.4% | +12.6% | -21.1% | -11.5% |
| 3M | -4.4% | +6.4% | -10.8% | -6.5% |
| 6M | -3.7% | +0.6% | -4.3% | -4.4% |
| YTD | +1.3% | +18.8% | -17.6% | -4.2% |
| 1Y | -14.0% | +31.0% | -45.0% | -21.1% |
| 3Y | +48.1% | +118.1% | -70.0% | +16.0% |
| 5Y | +158.8% | +193.0% | -34.3% | +78.4% |
| All | +557.2% | +220.1% | +337.1% | +319.5% |
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