+9,052.6%
ITW vs PSA
+14,166.4%
-5,113.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -9.4% | -8.2% | -1.3% | -6.8% |
| 3M | +7.1% | -2.1% | +9.2% | +7.8% |
| 6M | -1.9% | -0.2% | -1.6% | -1.9% |
| YTD | +10.4% | +18.5% | -8.1% | +4.2% |
| 1Y | +3.3% | +6.6% | -3.3% | +0.9% |
| 3Y | +21.0% | +24.5% | -3.4% | +11.1% |
| 5Y | +36.3% | +13.6% | +22.7% | +27.6% |
| 10Y | +185.8% | +102.0% | +83.8% | +116.9% |
| All | +9,052.6% | +14,166.4% | -5,113.8% | +2,924.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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