+9,798.6%
ITW vs PTC
+8,866.4%
+932.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +8.9% | +0.9% | +8.0% | +8.8% |
| 3M | -0.9% | +30.4% | -31.3% | -5.6% |
| 6M | +16.0% | +34.4% | -18.4% | +9.4% |
| YTD | +19.4% | +12.6% | +6.9% | +15.3% |
| 1Y | +20.7% | +10.2% | +10.5% | +16.9% |
| 3Y | +33.4% | +29.4% | +4.0% | +25.3% |
| 5Y | +39.1% | +63.7% | -24.6% | +25.3% |
| 10Y | +195.3% | +316.9% | -121.6% | +127.9% |
| All | +9,798.6% | +8,866.4% | +932.2% | +3,945.7% |
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