+1,465.1%
ITW vs PFG
+999.6%
+465.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -0.4% | +6.0% | -6.4% | -2.4% |
| 30D | -9.4% | +2.2% | -11.6% | -10.2% |
| 3M | +7.1% | +10.4% | -3.3% | +3.4% |
| 6M | -1.9% | +27.8% | -29.6% | -9.7% |
| YTD | +10.4% | +33.6% | -23.2% | -0.1% |
| 1Y | +3.3% | +49.3% | -46.0% | -10.0% |
| 3Y | +21.0% | +69.7% | -48.7% | +0.5% |
| 5Y | +36.3% | +111.3% | -75.0% | +4.5% |
| 10Y | +185.8% | +240.3% | -54.5% | +80.8% |
| All | +1,465.1% | +999.6% | +465.5% | +490.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling