+1.4%
ITW vs PLTD
-76.7%
+78.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.5% |
| 7D | -2.4% | +9.9% | -12.3% | -2.0% |
| 30D | -9.5% | +3.8% | -13.4% | -9.3% |
| 3M | +6.6% | -32.3% | +38.9% | +5.5% |
| 6M | -1.8% | -25.9% | +24.1% | -2.3% |
| YTD | +9.0% | -16.4% | +25.4% | +9.4% |
| 1Y | +3.6% | -25.2% | +28.7% | +3.2% |
| All | +1.4% | -76.7% | +78.1% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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