+105.7%
PCG vs ITW
+9,591.0%
-9,485.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | -13.9% | -3.6% | -10.3% | -12.8% |
| 30D | -16.9% | -9.1% | -7.7% | -14.2% |
| 3M | -14.7% | +8.2% | -23.0% | -16.9% |
| 6M | -23.8% | -4.8% | -19.1% | -22.8% |
| YTD | -10.5% | +11.0% | -21.5% | -13.6% |
| 1Y | -5.1% | +4.2% | -9.4% | -6.7% |
| 3Y | -11.6% | +17.3% | -28.9% | -16.7% |
| 5Y | +59.0% | +33.0% | +26.0% | +43.1% |
| 10Y | -75.7% | +182.3% | -258.1% | -82.5% |
| All | +105.7% | +9,591.0% | -9,485.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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