+3,382.3%
PFE vs ITW
+10,282.1%
-6,899.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.7% | +2.3% | -4.0% | -2.5% |
| 30D | +0.3% | +6.7% | -6.3% | -1.9% |
| 3M | +9.4% | -0.5% | +9.9% | +9.4% |
| 6M | +14.9% | +16.4% | -1.5% | +8.7% |
| YTD | +23.8% | +19.0% | +4.8% | +15.8% |
| 1Y | +19.5% | +20.2% | -0.7% | +11.4% |
| 3Y | +21.0% | +33.1% | -12.0% | +8.4% |
| 5Y | -23.9% | +35.7% | -59.6% | -33.2% |
| 10Y | +47.8% | +194.0% | -146.2% | -3.0% |
| All | +3,382.3% | +10,282.1% | -6,899.8% | +789.0% |
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