+2,518.6%
PCAR vs ITUB
+1,772.8%
+745.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.3% | +1.7% |
| 7D | +2.2% | +3.7% | -1.5% | +1.0% |
| 30D | +0.3% | -24.9% | +25.3% | +9.0% |
| 3M | -17.9% | +0.8% | -18.7% | -19.6% |
| 6M | -3.4% | -6.6% | +3.2% | -3.4% |
| YTD | -0.1% | +7.8% | -7.9% | -5.1% |
| 1Y | +13.4% | +7.4% | +6.0% | +7.6% |
| 3Y | +37.2% | +78.8% | -41.6% | +7.5% |
| 5Y | +117.3% | +179.9% | -62.5% | +41.1% |
| 10Y | +295.0% | +170.9% | +124.1% | +126.1% |
| All | +2,518.6% | +1,772.8% | +745.8% | +806.1% |
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 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