-14.4%
PCOR vs ITUB
+158.2%
-172.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.7% |
| 7D | +22.7% | +3.7% | +19.0% | +21.8% |
| 30D | +37.5% | -24.1% | +61.6% | +45.7% |
| 3M | +35.2% | -9.6% | +44.7% | +36.6% |
| 6M | +42.2% | -11.5% | +53.8% | +44.2% |
| YTD | +3.6% | +5.5% | -2.0% | -1.8% |
| 1Y | -4.8% | +9.9% | -14.6% | -11.1% |
| 3Y | +48.3% | +84.8% | -36.4% | +17.5% |
| 5Y | -20.1% | +182.6% | -202.7% | -46.2% |
| All | -14.4% | +158.2% | -172.6% | -39.0% |
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