-13.3%
PCOR vs ITUB
+158.2%
-171.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.3% |
| 7D | +20.7% | +4.9% | +15.9% | +19.5% |
| 30D | +35.7% | -27.2% | +62.9% | +45.3% |
| 3M | +31.1% | -6.1% | +37.2% | +31.2% |
| 6M | +43.1% | -10.7% | +53.8% | +44.7% |
| YTD | +4.8% | +5.5% | -0.7% | -0.6% |
| 1Y | -3.7% | +7.8% | -11.5% | -9.5% |
| 3Y | +46.5% | +75.0% | -28.4% | +17.7% |
| 5Y | -17.3% | +178.6% | -195.8% | -44.1% |
| All | -13.3% | +158.2% | -171.6% | -38.3% |
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