+116.1%
PG vs ITW
+194.8%
-78.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | +0.8% | -8.3% | +9.2% | +3.9% |
| 3M | -1.3% | +6.0% | -7.4% | -3.5% |
| 6M | -3.8% | 0.0% | -3.8% | -4.1% |
| YTD | +3.6% | +10.2% | -6.6% | -0.2% |
| 1Y | -5.7% | +3.2% | -8.9% | -7.3% |
| 3Y | +1.6% | +21.0% | -19.4% | -6.6% |
| 5Y | +14.6% | +37.9% | -23.3% | -1.0% |
| All | +116.1% | +194.8% | -78.7% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling