+1,131.3%
PSX vs ITW
+575.8%
+555.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +2.8% | -0.4% | +3.3% | +3.1% |
| 30D | +27.8% | -9.4% | +37.2% | +36.1% |
| 3M | +42.0% | +7.1% | +34.9% | +34.1% |
| 6M | +58.1% | -1.9% | +60.0% | +56.7% |
| YTD | +105.0% | +10.4% | +94.6% | +86.8% |
| 1Y | +104.9% | +3.3% | +101.6% | +95.0% |
| 3Y | +134.1% | +21.0% | +113.0% | +99.5% |
| 5Y | +363.8% | +36.3% | +327.5% | +250.7% |
| 10Y | +370.1% | +185.8% | +184.3% | +111.8% |
| All | +1,131.3% | +575.8% | +555.5% | +242.9% |
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