+10.6%
ITW vs PLTD
-77.5%
+88.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.4% |
| 7D | +2.3% | -4.8% | +7.1% | +2.2% |
| 30D | +6.7% | +16.9% | -10.2% | +7.4% |
| 3M | -0.5% | +2.6% | -3.2% | -0.4% |
| 6M | +16.4% | -36.2% | +52.6% | +14.9% |
| YTD | +19.0% | -19.4% | +38.4% | +19.3% |
| 1Y | +20.2% | -22.5% | +42.7% | +20.3% |
| All | +10.6% | -77.5% | +88.2% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling