-16.3%
A vs TROW
-38.9%
+22.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -4.6% | -3.0% | -1.6% | -3.2% |
| 30D | -4.3% | -5.5% | +1.2% | -1.6% |
| 3M | +8.9% | +2.3% | +6.7% | +7.0% |
| 6M | +24.5% | +23.9% | +0.6% | +11.0% |
| YTD | +5.8% | +7.9% | -2.1% | +0.6% |
| 1Y | +16.2% | +6.1% | +10.1% | +11.1% |
| 3Y | +28.5% | +13.8% | +14.6% | +16.4% |
| 5Y | -16.3% | -38.2% | +21.9% | -7.3% |
| All | -16.3% | -38.9% | +22.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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