+35.0%
ITW vs PTC
-0.9%
+36.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.5% | -0.9% |
| 7D | -1.9% | -13.6% | +11.7% | +1.7% |
| 30D | -10.4% | -14.7% | +4.3% | -6.9% |
| 3M | +3.5% | -5.9% | +9.4% | +4.2% |
| 6M | -3.4% | -21.1% | +17.8% | +2.1% |
| YTD | +8.5% | -26.0% | +34.5% | +16.6% |
| 1Y | +3.2% | -36.8% | +40.1% | +16.6% |
| 3Y | +18.9% | -10.3% | +29.2% | +16.1% |
| 5Y | +35.0% | +1.2% | +33.8% | +20.5% |
| All | +35.0% | -0.9% | +36.0% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling