+188.3%
ITW vs PPG
+26.9%
+161.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.7% | -6.2% | +5.5% | +3.0% |
| 30D | -8.3% | -7.9% | -0.4% | -4.0% |
| 3M | +6.0% | -10.2% | +16.2% | +12.1% |
| 6M | 0.0% | +2.7% | -2.7% | -3.0% |
| YTD | +10.2% | +4.9% | +5.3% | +5.3% |
| 1Y | +3.2% | -3.2% | +6.4% | +3.1% |
| 3Y | +21.0% | -17.0% | +38.0% | +30.0% |
| 5Y | +37.9% | -23.3% | +61.2% | +51.4% |
| All | +188.3% | +26.9% | +161.4% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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