+2.7%
ITW vs PLTD
-77.3%
+80.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.4% |
| 7D | -0.4% | +4.5% | -5.0% | -0.2% |
| 30D | -9.4% | -0.7% | -8.7% | -9.4% |
| 3M | +7.1% | -31.0% | +38.2% | +6.0% |
| 6M | -1.9% | -24.8% | +23.0% | -2.3% |
| YTD | +10.4% | -18.6% | +29.0% | +10.8% |
| 1Y | +3.3% | -31.8% | +35.1% | +2.2% |
| All | +2.7% | -77.3% | +80.0% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling