-0.7%
PFE vs ITW
+18.4%
-19.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -4.3% | -1.9% | -2.4% | -3.6% |
| 30D | +2.7% | -10.4% | +13.1% | +7.0% |
| 3M | +10.0% | +3.5% | +6.5% | +8.0% |
| 6M | +7.2% | -3.4% | +10.5% | +8.1% |
| YTD | +17.3% | +8.5% | +8.8% | +11.9% |
| 1Y | +20.3% | +3.2% | +17.1% | +17.4% |
| All | -0.7% | +18.4% | -19.1% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling