+202.9%
PWR vs ITW
+18.9%
+184.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -0.2% | -2.4% | +2.2% | +0.7% |
| 30D | -7.7% | -9.5% | +1.8% | -4.2% |
| 3M | -4.9% | +6.6% | -11.6% | -8.9% |
| 6M | +9.7% | -1.8% | +11.5% | +9.0% |
| YTD | +46.7% | +9.0% | +37.7% | +38.0% |
| 1Y | +58.7% | +3.6% | +55.2% | +53.1% |
| All | +202.9% | +18.9% | +184.0% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling