+54.3%
AR vs TROW
+122.3%
-67.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +7.4% | +0.5% | +6.9% | +7.1% |
| 30D | +5.8% | +9.3% | -3.6% | +0.6% |
| 3M | +5.2% | -0.9% | +6.1% | +5.0% |
| 6M | +5.4% | +8.3% | -2.9% | -0.6% |
| YTD | +12.4% | +10.6% | +1.8% | +3.4% |
| 1Y | +12.8% | +10.5% | +2.3% | +3.7% |
| 3Y | +47.2% | +36.5% | +10.7% | +17.7% |
| 5Y | +101.1% | -37.1% | +138.2% | +143.0% |
| All | +54.3% | +122.3% | -67.9% | -2.7% |
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