+40.7%
ITW vs PCOR
-9.0%
+49.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.9% |
| 7D | -1.1% | +22.2% | -23.3% | -3.7% |
| 30D | +8.6% | +36.0% | -27.5% | +4.3% |
| 3M | -2.7% | +34.0% | -36.7% | -6.6% |
| 6M | +14.0% | +43.5% | -29.5% | +7.9% |
| YTD | +18.6% | +5.1% | +13.5% | +16.5% |
| 1Y | +19.8% | -3.9% | +23.7% | +19.3% |
| 3Y | +34.8% | +52.9% | -18.1% | +22.6% |
| 5Y | +37.5% | -18.7% | +56.2% | +26.1% |
| All | +40.7% | -9.0% | +49.6% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling