+378.1%
PSX vs ITW
+194.8%
+183.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | +1.7% | -0.7% | +2.4% | +2.2% |
| 30D | +15.6% | -8.3% | +24.0% | +22.1% |
| 3M | +46.5% | +6.0% | +40.4% | +39.4% |
| 6M | +55.0% | 0.0% | +55.0% | +51.7% |
| YTD | +105.3% | +10.2% | +95.1% | +87.2% |
| 1Y | +101.6% | +3.2% | +98.4% | +92.0% |
| 3Y | +134.1% | +21.0% | +113.2% | +99.5% |
| 5Y | +368.7% | +37.9% | +330.8% | +250.3% |
| All | +378.1% | +194.8% | +183.3% | +129.6% |
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 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