+37.8%
ITW vs PCOR
-10.3%
+48.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +0.9% | +22.7% | -21.9% | -1.8% |
| 30D | +7.6% | +37.5% | -29.9% | +3.2% |
| 3M | -4.0% | +35.2% | -39.2% | -8.0% |
| 6M | +9.2% | +42.2% | -33.0% | +3.5% |
| YTD | +16.2% | +3.6% | +12.7% | +14.4% |
| 1Y | +17.9% | -4.8% | +22.7% | +17.6% |
| 3Y | +30.6% | +48.3% | -17.8% | +19.1% |
| 5Y | +35.2% | -20.1% | +55.2% | +24.2% |
| All | +37.8% | -10.3% | +48.1% | +27.5% |
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