+188.3%
ITW vs PFGC
+292.9%
-104.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | -0.7% | -4.8% | +4.0% | +0.2% |
| 30D | -8.3% | -12.5% | +4.2% | -6.0% |
| 3M | +6.0% | -9.7% | +15.8% | +8.0% |
| 6M | 0.0% | +7.0% | -7.0% | -1.5% |
| YTD | +10.2% | +4.5% | +5.8% | +8.8% |
| 1Y | +3.2% | -11.6% | +14.8% | +5.0% |
| 3Y | +21.0% | +58.5% | -37.5% | +10.0% |
| 5Y | +37.9% | +112.6% | -74.7% | +17.5% |
| All | +188.3% | +292.9% | -104.6% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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