+21.0%
ITW vs PBR
+99.7%
-78.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.2% |
| 7D | -0.7% | +5.4% | -6.1% | -1.1% |
| 30D | -8.3% | +22.9% | -31.2% | -9.9% |
| 3M | +6.0% | +19.6% | -13.6% | +4.3% |
| 6M | 0.0% | +16.5% | -16.5% | -1.8% |
| YTD | +10.2% | +86.7% | -76.4% | +0.5% |
| 1Y | +3.2% | +74.7% | -71.5% | -5.1% |
| 3Y | +21.0% | +102.6% | -81.6% | +7.2% |
| All | +21.0% | +99.7% | -78.7% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling