+231.8%
ACWI vs TROW
+128.2%
+103.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | 0.0% | -1.5% | +1.5% | +0.6% |
| 30D | -0.6% | -5.3% | +4.7% | +1.7% |
| 3M | +4.3% | +2.9% | +1.3% | +2.5% |
| 6M | +12.7% | +22.2% | -9.5% | +2.9% |
| YTD | +13.9% | +8.1% | +5.8% | +9.2% |
| 1Y | +20.5% | +5.8% | +14.7% | +16.3% |
| 3Y | +76.5% | +14.0% | +62.5% | +61.4% |
| 5Y | +67.5% | -38.3% | +105.8% | +94.4% |
| 10Y | +231.8% | +131.7% | +100.2% | +136.1% |
| All | +231.8% | +128.2% | +103.7% | +136.1% |
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