+31.7%
ITW vs PCOR
-30.9%
+62.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | 0.0% |
| 7D | -3.6% | -9.0% | +5.4% | -2.4% |
| 30D | -9.1% | +4.2% | -13.3% | -9.7% |
| 3M | +8.2% | +14.4% | -6.2% | +5.9% |
| 6M | -4.8% | +0.2% | -4.9% | -5.8% |
| YTD | +11.0% | -20.3% | +31.3% | +13.3% |
| 1Y | +4.2% | -16.1% | +20.4% | +5.1% |
| 3Y | +17.3% | -14.7% | +32.0% | +15.2% |
| 5Y | +33.0% | -43.2% | +76.2% | +26.3% |
| All | +31.7% | -30.9% | +62.6% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling