+21.0%
ITW vs PSLV
+165.9%
-144.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -0.7% | -3.5% | +2.7% | -0.6% |
| 30D | -8.3% | -2.1% | -6.2% | -8.3% |
| 3M | +6.0% | -1.6% | +7.7% | +6.1% |
| 6M | 0.0% | -25.5% | +25.5% | +1.2% |
| YTD | +10.2% | -11.4% | +21.6% | +9.4% |
| 1Y | +3.2% | +48.6% | -45.4% | -1.6% |
| 3Y | +21.0% | +166.9% | -145.9% | +9.1% |
| All | +21.0% | +165.9% | -144.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling