+3,449.8%
PFE vs ITW
+10,325.5%
-6,875.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -3.0% | -1.6% | -1.3% | -2.4% |
| 30D | +5.2% | +8.9% | -3.7% | +2.2% |
| 3M | +12.2% | -0.9% | +13.1% | +12.4% |
| 6M | +17.8% | +16.0% | +1.8% | +11.6% |
| YTD | +26.2% | +19.4% | +6.7% | +17.9% |
| 1Y | +23.2% | +20.7% | +2.5% | +14.7% |
| 3Y | +21.3% | +33.4% | -12.1% | +8.6% |
| 5Y | -23.1% | +39.1% | -62.2% | -33.1% |
| 10Y | +50.7% | +195.3% | -144.5% | -1.3% |
| All | +3,449.8% | +10,325.5% | -6,875.6% | +804.9% |
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