+48.8%
PFE vs ITW
+192.7%
-143.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.7% | +2.3% | -4.0% | -2.6% |
| 30D | +0.3% | +6.7% | -6.3% | -2.1% |
| 3M | +9.4% | -0.5% | +9.9% | +9.4% |
| 6M | +14.9% | +16.4% | -1.5% | +8.0% |
| YTD | +23.8% | +19.0% | +4.8% | +14.9% |
| 1Y | +19.5% | +20.2% | -0.7% | +10.5% |
| 3Y | +21.0% | +33.1% | -12.0% | +6.9% |
| 5Y | -23.9% | +35.7% | -59.6% | -34.4% |
| All | +48.8% | +192.7% | -143.9% | +0.2% |
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