+37.6%
ITW vs PBF
+799.3%
-761.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.0% |
| 7D | -0.7% | +5.3% | -6.1% | -1.0% |
| 30D | -8.3% | +11.7% | -20.1% | -8.9% |
| 3M | +6.0% | +91.1% | -85.1% | +1.6% |
| 6M | 0.0% | +88.4% | -88.4% | -4.6% |
| YTD | +10.2% | +194.1% | -183.8% | +1.0% |
| 1Y | +3.2% | +180.4% | -177.2% | -5.5% |
| 3Y | +21.0% | +59.3% | -38.3% | +11.5% |
| All | +37.6% | +799.3% | -761.8% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling