+227.9%
ITW vs PR
+169.5%
+58.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -3.6% | +2.9% | -6.5% | -3.7% |
| 30D | -9.1% | +18.0% | -27.2% | -10.0% |
| 3M | +8.2% | +16.9% | -8.6% | +7.2% |
| 6M | -4.8% | +28.2% | -33.0% | -6.3% |
| YTD | +11.0% | +69.3% | -58.3% | +7.6% |
| 1Y | +4.2% | +69.5% | -65.3% | +0.9% |
| 3Y | +17.3% | +81.7% | -64.4% | +12.5% |
| 5Y | +33.0% | +422.2% | -389.2% | +21.1% |
| 10Y | +182.3% | +110.4% | +72.0% | +195.6% |
| All | +227.9% | +169.5% | +58.4% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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