+116.1%
ALL vs TROW
-38.1%
+154.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.4% |
| 7D | -2.2% | -1.5% | -0.7% | -1.9% |
| 30D | -5.6% | -5.3% | -0.3% | -4.4% |
| 3M | +17.2% | +2.9% | +14.3% | +16.1% |
| 6M | +23.2% | +22.2% | +1.0% | +17.2% |
| YTD | +23.6% | +8.1% | +15.5% | +20.6% |
| 1Y | +29.2% | +5.8% | +23.4% | +26.6% |
| 3Y | +153.8% | +14.0% | +139.8% | +139.5% |
| 5Y | +116.1% | -38.3% | +154.4% | +134.0% |
| All | +116.1% | -38.1% | +154.2% | +134.0% |
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