+367.9%
PCAR vs ITUB
+197.6%
+170.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.1% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -6.9% | +2.6% | -9.5% | -7.6% |
| 3M | +2.1% | +8.4% | -6.3% | -0.1% |
| 6M | +1.6% | -0.5% | +2.1% | +1.2% |
| YTD | +12.2% | +15.3% | -3.1% | +8.0% |
| 1Y | +28.0% | +28.7% | -0.7% | +19.9% |
| 3Y | +61.0% | +118.7% | -57.7% | +31.4% |
| 5Y | +163.9% | +182.7% | -18.7% | +97.2% |
| 10Y | +367.9% | +207.6% | +160.3% | +229.1% |
| All | +367.9% | +197.6% | +170.3% | +229.1% |
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