+3.3%
ITW vs PLTD
-77.8%
+81.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -0.4% |
| 7D | -3.6% | +5.9% | -9.5% | -3.3% |
| 30D | -9.1% | -11.6% | +2.5% | -9.5% |
| 3M | +8.2% | -29.9% | +38.2% | +7.2% |
| 6M | -4.8% | -28.5% | +23.8% | -5.4% |
| YTD | +11.0% | -20.4% | +31.4% | +11.2% |
| 1Y | +4.2% | -33.3% | +37.5% | +3.0% |
| All | +3.3% | -77.8% | +81.1% | -6.9% |
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