+188.3%
ITW vs PBR
+697.0%
-508.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | -0.7% | +5.4% | -6.1% | -1.7% |
| 30D | -8.3% | +22.9% | -31.2% | -11.7% |
| 3M | +6.0% | +19.6% | -13.6% | +2.3% |
| 6M | 0.0% | +16.5% | -16.5% | -3.5% |
| YTD | +10.2% | +86.7% | -76.4% | -2.8% |
| 1Y | +3.2% | +74.7% | -71.5% | -8.1% |
| 3Y | +21.0% | +102.6% | -81.6% | +3.1% |
| 5Y | +37.9% | +566.6% | -528.7% | -11.6% |
| All | +188.3% | +697.0% | -508.7% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling