+48.5%
PFE vs ITW
+191.9%
-143.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | +3.1% | +7.7% | -4.6% | +0.3% |
| 3M | +11.2% | -1.3% | +12.5% | +11.6% |
| 6M | +15.0% | +15.5% | -0.4% | +8.5% |
| YTD | +23.5% | +18.6% | +4.9% | +14.7% |
| 1Y | +18.9% | +19.8% | -0.9% | +10.0% |
| 3Y | +18.7% | +32.5% | -13.8% | +5.1% |
| 5Y | -24.0% | +35.3% | -59.4% | -34.5% |
| All | +48.5% | +191.9% | -143.4% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling