+199.9%
B vs TROW
+132.8%
+67.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -5.0% | -3.0% | -2.0% | -4.6% |
| 30D | +8.7% | -5.5% | +14.2% | +9.7% |
| 3M | +17.3% | +2.3% | +15.0% | +16.9% |
| 6M | -5.0% | +23.9% | -29.0% | -7.9% |
| YTD | +1.4% | +7.9% | -6.4% | +0.2% |
| 1Y | +50.5% | +6.1% | +44.4% | +48.9% |
| 3Y | +194.4% | +13.8% | +180.5% | +186.2% |
| 5Y | +156.7% | -38.2% | +194.9% | +156.1% |
| All | +199.9% | +132.8% | +67.1% | +200.5% |
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