+3,858.7%
ITW vs PAAS
+1,235.6%
+2,623.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | -3.6% | -2.9% | -0.7% | -3.4% |
| 30D | -9.1% | +6.8% | -15.9% | -9.7% |
| 3M | +8.2% | -2.9% | +11.1% | +8.1% |
| 6M | -4.8% | -16.4% | +11.7% | -4.0% |
| YTD | +11.0% | 0.0% | +11.0% | +10.1% |
| 1Y | +4.2% | +54.3% | -50.1% | -0.3% |
| 3Y | +17.3% | +230.7% | -213.4% | +4.2% |
| 5Y | +33.0% | +111.6% | -78.6% | +20.6% |
| 10Y | +182.3% | +211.7% | -29.4% | +138.8% |
| All | +3,858.7% | +1,235.6% | +2,623.1% | +2,885.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling