+35.5%
ITW vs PCOR
-11.9%
+47.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +2.3% | +3.0% | -0.7% | +1.9% |
| 30D | +6.7% | +38.7% | -32.0% | +2.0% |
| 3M | -0.5% | +24.9% | -25.4% | -3.8% |
| 6M | +16.4% | +68.8% | -52.4% | +7.5% |
| YTD | +19.0% | +6.7% | +12.2% | +16.6% |
| 1Y | +20.2% | +3.0% | +17.2% | +18.5% |
| 3Y | +33.1% | +48.6% | -15.5% | +20.5% |
| All | +35.5% | -11.9% | +47.3% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling