+32.7%
ITW vs PAAS
+197.4%
-164.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | +0.5% | -7.0% | +7.5% | +0.9% |
| 30D | +7.7% | -15.3% | +23.0% | +8.6% |
| 3M | -1.3% | -27.7% | +26.4% | +0.2% |
| 6M | +15.5% | -40.5% | +56.0% | +18.4% |
| YTD | +18.6% | -26.5% | +45.1% | +19.8% |
| 1Y | +19.8% | -0.8% | +20.6% | +19.1% |
| All | +32.7% | +197.4% | -164.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 3y: compounded portfolio wealth divided by compounded PAAS 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…
3y analysis · Full analysis span regression · 6 months rolling