+31.0%
ITW vs PCOR
-33.1%
+64.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | -0.1% |
| 7D | -0.4% | -6.9% | +6.5% | +0.4% |
| 30D | -9.4% | -1.5% | -7.9% | -9.4% |
| 3M | +7.1% | +18.5% | -11.4% | +4.3% |
| 6M | -1.9% | -4.7% | +2.8% | -2.3% |
| YTD | +10.4% | -22.8% | +33.2% | +13.1% |
| 1Y | +3.3% | -20.7% | +24.0% | +4.9% |
| 3Y | +21.0% | -14.6% | +35.6% | +18.8% |
| 5Y | +36.3% | -40.7% | +77.0% | +30.1% |
| All | +31.0% | -33.1% | +64.1% | +26.1% |
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