+185.1%
ITW vs PTC
+200.2%
-15.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.4% | -14.2% | +11.9% | +2.0% |
| 30D | -9.5% | -14.4% | +4.9% | -5.5% |
| 3M | +6.6% | -4.7% | +11.4% | +6.9% |
| 6M | -1.8% | -19.3% | +17.6% | +3.3% |
| YTD | +9.0% | -26.1% | +35.1% | +17.4% |
| 1Y | +3.6% | -37.1% | +40.6% | +17.3% |
| 3Y | +19.4% | -10.4% | +29.8% | +18.0% |
| 5Y | +36.4% | +2.5% | +33.9% | +26.0% |
| All | +185.1% | +200.2% | -15.1% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling