+188.3%
ITW vs PEG
+148.0%
+40.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.7% | -0.9% | +0.2% | -0.3% |
| 30D | -8.3% | -3.7% | -4.6% | -6.7% |
| 3M | +6.0% | -7.3% | +13.3% | +9.6% |
| 6M | 0.0% | -10.5% | +10.5% | +4.8% |
| YTD | +10.2% | -7.5% | +17.7% | +13.6% |
| 1Y | +3.2% | -8.7% | +11.9% | +6.8% |
| 3Y | +21.0% | +31.4% | -10.4% | +1.7% |
| 5Y | +37.9% | +37.8% | +0.1% | +12.0% |
| All | +188.3% | +148.0% | +40.3% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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