+20.2%
ITW vs PCOR
+1.3%
+18.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +2.3% | +3.0% | -0.7% | +2.4% |
| 30D | +6.7% | +38.7% | -32.0% | +7.7% |
| 3M | -0.5% | +24.9% | -25.4% | 0.0% |
| 6M | +16.4% | +68.8% | -52.4% | +19.0% |
| YTD | +19.0% | +6.7% | +12.2% | +20.7% |
| 1Y | +20.2% | +3.0% | +17.2% | +22.6% |
| All | +20.2% | +1.3% | +18.9% | +22.6% |
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