+115.2%
PCAR vs ITUB
+181.1%
-65.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | +4.9% | +1.9% | +3.0% | +4.6% |
| 30D | -1.4% | -22.2% | +20.8% | +2.9% |
| 3M | -18.1% | +2.7% | -20.8% | -19.7% |
| 6M | -4.0% | -3.0% | -1.0% | -4.9% |
| YTD | -1.5% | +7.5% | -9.0% | -4.6% |
| 1Y | +13.2% | +10.5% | +2.7% | +8.8% |
| 3Y | +35.8% | +81.0% | -45.2% | +15.5% |
| All | +115.2% | +181.1% | -65.9% | +54.2% |
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