+4.2%
ITW vs PCOR
-14.7%
+18.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.7% |
| 7D | -3.6% | -9.0% | +5.4% | -3.8% |
| 30D | -9.1% | +4.2% | -13.3% | -9.0% |
| 3M | +8.2% | +14.4% | -6.2% | +8.6% |
| 6M | -4.8% | +0.2% | -4.9% | -4.9% |
| YTD | +11.0% | -20.3% | +31.3% | +12.4% |
| 1Y | +4.2% | -16.1% | +20.4% | +4.2% |
| All | +4.2% | -14.7% | +18.9% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling