-34.1%
PCOR vs ITUB
+184.5%
-218.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.0% |
| 7D | -9.0% | +8.7% | -17.7% | -10.9% |
| 30D | +4.2% | -0.7% | +4.9% | +4.2% |
| 3M | +14.4% | +7.8% | +6.6% | +11.7% |
| 6M | +0.2% | -3.4% | +3.6% | +0.1% |
| YTD | -20.3% | +16.3% | -36.5% | -25.2% |
| 1Y | -16.1% | +29.8% | -46.0% | -24.2% |
| 3Y | -14.7% | +111.1% | -125.8% | -34.0% |
| 5Y | -43.2% | +173.6% | -216.7% | -60.7% |
| All | -34.1% | +184.5% | -218.6% | -53.6% |
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