+1,495.4%
ITW vs PBR
+1,916.3%
-420.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | -2.4% | +4.2% | -6.6% | -3.2% |
| 30D | -9.5% | +22.7% | -32.3% | -13.3% |
| 3M | +6.6% | +21.5% | -14.9% | +2.0% |
| 6M | -1.8% | +24.0% | -25.7% | -6.9% |
| YTD | +9.0% | +88.2% | -79.2% | -5.3% |
| 1Y | +3.6% | +74.8% | -71.3% | -8.9% |
| 3Y | +19.4% | +105.1% | -85.7% | -0.1% |
| 5Y | +36.4% | +572.2% | -535.8% | -14.9% |
| 10Y | +190.0% | +692.7% | -502.8% | +53.3% |
| All | +1,495.4% | +1,916.3% | -420.9% | +501.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling