+763.1%
PM vs ITW
+833.6%
-70.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -4.9% | -3.6% | -1.3% | -3.5% |
| 30D | -3.4% | -9.1% | +5.8% | +0.4% |
| 3M | +5.2% | +8.2% | -3.0% | +1.7% |
| 6M | +3.7% | -4.8% | +8.5% | +5.4% |
| YTD | +15.8% | +11.0% | +4.7% | +10.4% |
| 1Y | +17.4% | +4.2% | +13.1% | +14.5% |
| 3Y | +116.9% | +17.3% | +99.7% | +98.0% |
| 5Y | +117.3% | +33.0% | +84.3% | +85.0% |
| 10Y | +193.8% | +182.3% | +11.4% | +78.1% |
| All | +763.1% | +833.6% | -70.5% | +209.6% |
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