+221.6%
ACWI vs TROW
+136.0%
+85.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.2% | +4.4% | -4.6% | -2.0% |
| 30D | -3.3% | +5.5% | -8.7% | -5.5% |
| 3M | -3.4% | -1.3% | -2.1% | -3.0% |
| 6M | +0.8% | +7.9% | -7.1% | -3.0% |
| YTD | +10.7% | +12.6% | -1.9% | +4.1% |
| 1Y | +11.6% | +13.3% | -1.7% | +4.5% |
| 3Y | +73.4% | +38.6% | +34.8% | +45.5% |
| 5Y | +60.2% | -34.7% | +94.9% | +82.0% |
| 10Y | +221.6% | +129.9% | +91.6% | +126.9% |
| All | +221.6% | +136.0% | +85.6% | +126.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling