+495.6%
ITW vs PBF
+317.1%
+178.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.9% |
| 7D | -0.4% | +2.4% | -2.8% | -0.7% |
| 30D | -9.4% | +24.9% | -34.3% | -11.7% |
| 3M | +7.1% | +81.9% | -74.8% | -0.5% |
| 6M | -1.9% | +79.4% | -81.2% | -9.5% |
| YTD | +10.4% | +188.3% | -177.9% | -4.1% |
| 1Y | +3.3% | +177.3% | -174.0% | -10.6% |
| 3Y | +21.0% | +56.0% | -35.0% | +9.0% |
| 5Y | +36.3% | +804.0% | -767.7% | -6.3% |
| 10Y | +185.8% | +334.1% | -148.3% | +85.1% |
| All | +495.6% | +317.1% | +178.6% | +282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling