-21.4%
PFE vs ITW
+33.8%
-55.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| 3M | +10.0% | +3.5% | +6.5% | +8.3% |
| 6M | +7.2% | -3.4% | +10.5% | +8.0% |
| YTD | +17.3% | +8.5% | +8.8% | +12.9% |
| 1Y | +20.3% | +3.2% | +17.1% | +18.0% |
| 3Y | -1.6% | +18.9% | -20.5% | -8.7% |
| 5Y | -21.4% | +35.0% | -56.4% | -34.4% |
| All | -21.4% | +33.8% | -55.2% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling