+19.6%
ITW vs PBF
+56.6%
-37.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | -2.4% | +2.3% | -4.7% | -2.5% |
| 30D | -9.5% | +11.6% | -21.1% | -10.1% |
| 3M | +6.6% | +81.7% | -75.1% | +2.5% |
| 6M | -1.8% | +96.4% | -98.2% | -6.9% |
| YTD | +9.0% | +189.5% | -180.5% | -1.5% |
| 1Y | +3.6% | +180.7% | -177.2% | -6.8% |
| All | +19.6% | +56.6% | -37.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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