+36.4%
ITW vs PFGC
+105.5%
-69.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -2.4% | -4.8% | +2.5% | -1.0% |
| 30D | -9.5% | -17.2% | +7.7% | -4.8% |
| 3M | +6.6% | -6.3% | +13.0% | +8.4% |
| 6M | -1.8% | +8.8% | -10.6% | -4.5% |
| YTD | +9.0% | +4.9% | +4.1% | +6.6% |
| 1Y | +3.6% | -9.5% | +13.1% | +5.5% |
| 3Y | +19.4% | +59.6% | -40.2% | +3.2% |
| 5Y | +36.4% | +113.5% | -77.1% | +8.3% |
| All | +36.4% | +105.5% | -69.1% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling