+3,280.0%
PFE vs ITW
+9,591.0%
-6,311.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | +1.8% | -3.6% | +5.3% | +3.0% |
| 30D | +10.2% | -9.1% | +19.4% | +13.8% |
| 3M | +12.7% | +8.2% | +4.5% | +9.4% |
| 6M | +10.5% | -4.8% | +15.3% | +11.9% |
| YTD | +20.2% | +11.0% | +9.1% | +15.2% |
| 1Y | +24.1% | +4.2% | +19.8% | +21.5% |
| 3Y | -3.6% | +17.3% | -20.8% | -9.8% |
| 5Y | -20.9% | +33.0% | -53.9% | -30.0% |
| 10Y | +35.8% | +182.3% | -146.5% | -9.5% |
| All | +3,280.0% | +9,591.0% | -6,311.0% | +784.2% |
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 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