+9,034.5%
ITW vs PPG
+2,583.7%
+6,450.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.7% | -6.2% | +5.5% | +2.8% |
| 30D | -8.3% | -7.9% | -0.4% | -4.2% |
| 3M | +6.0% | -10.2% | +16.2% | +11.9% |
| 6M | 0.0% | +2.7% | -2.7% | -2.7% |
| YTD | +10.2% | +4.9% | +5.3% | +5.8% |
| 1Y | +3.2% | -3.2% | +6.4% | +3.2% |
| 3Y | +21.0% | -17.0% | +38.0% | +29.7% |
| 5Y | +37.9% | -23.3% | +61.2% | +50.7% |
| 10Y | +193.2% | +26.4% | +166.8% | +136.4% |
| All | +9,034.5% | +2,583.7% | +6,450.9% | +1,725.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling