+9,034.5%
ITW vs PNC
+4,076.3%
+4,958.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.7% | -0.6% | -0.2% | -0.5% |
| 30D | -8.3% | -4.4% | -3.9% | -6.9% |
| 3M | +6.0% | +5.2% | +0.8% | +4.1% |
| 6M | 0.0% | +20.6% | -20.6% | -6.3% |
| YTD | +10.2% | +19.8% | -9.5% | +3.4% |
| 1Y | +3.2% | +24.4% | -21.2% | -4.6% |
| 3Y | +21.0% | +131.2% | -110.3% | -10.1% |
| 5Y | +37.9% | +53.1% | -15.2% | +16.0% |
| 10Y | +193.2% | +276.8% | -83.6% | +80.2% |
| All | +9,034.5% | +4,076.3% | +4,958.3% | +2,240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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