+9,757.5%
ITW vs PTC
+8,860.0%
+897.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.3% | +0.5% | +1.9% | +2.3% |
| 30D | +6.7% | +1.2% | +5.5% | +6.5% |
| 3M | -0.5% | +27.4% | -27.9% | -5.0% |
| 6M | +16.4% | +39.2% | -22.8% | +9.2% |
| YTD | +19.0% | +12.5% | +6.4% | +14.9% |
| 1Y | +20.2% | +12.3% | +7.9% | +16.1% |
| 3Y | +33.1% | +28.8% | +4.3% | +25.1% |
| 5Y | +35.7% | +60.9% | -25.2% | +22.5% |
| 10Y | +194.0% | +316.6% | -122.5% | +127.0% |
| All | +9,757.5% | +8,860.0% | +897.5% | +3,929.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling