+99.6%
PSX vs ITW
+5.8%
+93.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.1% |
| 7D | +4.5% | -3.6% | +8.1% | +4.4% |
| 30D | +26.6% | -9.1% | +35.8% | +26.2% |
| 3M | +39.3% | +8.2% | +31.0% | +37.9% |
| 6M | +56.8% | -4.8% | +61.6% | +61.5% |
| YTD | +101.8% | +11.0% | +90.8% | +94.6% |
| 1Y | +99.6% | +4.2% | +95.4% | +90.5% |
| All | +99.6% | +5.8% | +93.8% | +90.5% |
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 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