+1,585.7%
ITW vs PFG
+985.4%
+600.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +2.3% | +2.4% | 0.0% | +1.5% |
| 30D | +6.7% | +5.9% | +0.8% | +4.7% |
| 3M | -0.5% | -0.4% | -0.1% | -0.5% |
| 6M | +16.4% | +14.8% | +1.6% | +10.9% |
| YTD | +19.0% | +31.9% | -13.0% | +8.0% |
| 1Y | +20.2% | +38.8% | -18.6% | +7.3% |
| 3Y | +33.1% | +82.4% | -49.3% | +8.1% |
| 5Y | +35.7% | +94.7% | -59.0% | +6.9% |
| 10Y | +194.0% | +187.0% | +7.0% | +95.4% |
| All | +1,585.7% | +985.4% | +600.3% | +538.4% |
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