+96.9%
PSX vs ITW
+24.0%
+72.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.3% |
| 7D | -5.2% | +6.3% | -11.5% | -4.7% |
| 30D | -3.7% | +11.1% | -14.8% | -3.1% |
| 3M | +26.8% | +0.1% | +26.7% | +26.8% |
| 6M | +47.3% | +18.1% | +29.2% | +46.5% |
| YTD | +105.4% | +21.4% | +84.0% | +93.2% |
| 1Y | +96.9% | +22.9% | +74.0% | +87.4% |
| All | +96.9% | +24.0% | +72.9% | +87.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling