+154.7%
PHM vs ITUB
+185.6%
-30.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -2.7% |
| 7D | -6.4% | +1.0% | -7.3% | -6.6% |
| 30D | -12.1% | +10.7% | -22.8% | -14.0% |
| 3M | -1.5% | +10.1% | -11.6% | -3.8% |
| 6M | -6.0% | -0.1% | -5.9% | -6.4% |
| YTD | -0.3% | +18.4% | -18.7% | -4.2% |
| 1Y | -13.3% | +31.3% | -44.6% | -18.5% |
| 3Y | +47.6% | +124.6% | -77.0% | +23.9% |
| 5Y | +154.7% | +192.0% | -37.2% | +99.0% |
| All | +154.7% | +185.6% | -30.9% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling