+367.0%
PSX vs ITW
+35.1%
+331.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.1% |
| 7D | +1.5% | -2.4% | +3.9% | +2.6% |
| 30D | +15.8% | -9.5% | +25.4% | +21.2% |
| 3M | +43.0% | +6.6% | +36.4% | +37.2% |
| 6M | +61.1% | -1.8% | +62.8% | +60.0% |
| YTD | +104.5% | +9.0% | +95.5% | +91.1% |
| 1Y | +102.5% | +3.6% | +99.0% | +94.6% |
| 3Y | +133.5% | +19.4% | +114.0% | +109.2% |
| 5Y | +367.0% | +36.4% | +330.6% | +264.4% |
| All | +367.0% | +35.1% | +331.8% | +264.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling