+37.6%
ITW vs PFG
+111.0%
-73.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.6% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -8.3% | +2.9% | -11.2% | -9.6% |
| 3M | +6.0% | +6.7% | -0.7% | +2.5% |
| 6M | 0.0% | +33.8% | -33.8% | -13.4% |
| YTD | +10.2% | +35.0% | -24.7% | -5.3% |
| 1Y | +3.2% | +46.4% | -43.2% | -15.0% |
| 3Y | +21.0% | +71.7% | -50.7% | -8.9% |
| All | +37.6% | +111.0% | -73.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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