+272.5%
PM vs ITW
+192.7%
+79.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +0.5% | +2.3% | -1.8% | -0.4% |
| 30D | -3.2% | +6.7% | -9.9% | -5.7% |
| 3M | +6.2% | -0.5% | +6.8% | +6.3% |
| 6M | +7.7% | +16.4% | -8.7% | +1.1% |
| YTD | +27.3% | +19.0% | +8.3% | +18.0% |
| 1Y | +32.8% | +20.2% | +12.6% | +22.5% |
| 3Y | +150.0% | +33.1% | +116.9% | +115.5% |
| 5Y | +164.2% | +35.7% | +128.5% | +121.4% |
| All | +272.5% | +192.7% | +79.8% | +130.2% |
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 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