+19.1%
ITW vs PTC
-10.6%
+29.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.5% | -1.1% |
| 7D | -1.9% | -13.6% | +11.7% | +0.8% |
| 30D | -10.4% | -14.7% | +4.3% | -7.7% |
| 3M | +3.5% | -5.9% | +9.4% | +4.1% |
| 6M | -3.4% | -21.1% | +17.8% | +1.5% |
| YTD | +8.5% | -26.0% | +34.5% | +16.0% |
| 1Y | +3.2% | -36.8% | +40.1% | +15.9% |
| All | +19.1% | -10.6% | +29.7% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling