+320.3%
ITW vs PFGC
+409.4%
-89.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.2% |
| 7D | -0.4% | -2.4% | +2.0% | 0.0% |
| 30D | -9.4% | -15.8% | +6.3% | -6.5% |
| 3M | +7.1% | -0.6% | +7.7% | +7.1% |
| 6M | -1.9% | +10.7% | -12.5% | -3.9% |
| YTD | +10.4% | +7.6% | +2.8% | +8.4% |
| 1Y | +3.3% | -7.8% | +11.1% | +4.3% |
| 3Y | +21.0% | +63.7% | -42.7% | +9.5% |
| 5Y | +36.3% | +112.3% | -76.0% | +16.3% |
| 10Y | +185.8% | +286.7% | -100.9% | +124.9% |
| All | +320.3% | +409.4% | -89.1% | +214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling