-1.8%
ITW vs PPG
-2.4%
+0.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.2% |
| 7D | -2.4% | -5.1% | +2.8% | -0.4% |
| 30D | -9.5% | -9.6% | 0.0% | -6.1% |
| 3M | +6.6% | -6.4% | +13.1% | +9.0% |
| 6M | -1.8% | +0.5% | -2.3% | -2.9% |
| All | -1.8% | -2.4% | +0.6% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling