+188.3%
ITW vs PNR
+66.2%
+122.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -0.7% | -6.0% | +5.3% | +2.8% |
| 30D | -8.3% | -14.0% | +5.6% | -0.4% |
| 3M | +6.0% | -21.7% | +27.7% | +19.8% |
| 6M | 0.0% | -37.3% | +37.3% | +27.6% |
| YTD | +10.2% | -45.1% | +55.4% | +50.6% |
| 1Y | +3.2% | -49.1% | +52.3% | +47.3% |
| 3Y | +21.0% | -14.8% | +35.8% | +22.6% |
| 5Y | +37.9% | -21.0% | +58.9% | +43.0% |
| All | +188.3% | +66.2% | +122.1% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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