-67.1%
BAX vs TROW
-38.1%
-29.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.3% |
| 7D | -5.1% | -1.5% | -3.6% | -4.6% |
| 30D | -12.2% | -5.3% | -6.9% | -10.3% |
| 3M | +21.8% | +2.9% | +18.9% | +20.6% |
| 6M | +36.3% | +22.2% | +14.1% | +26.8% |
| YTD | +27.8% | +8.1% | +19.7% | +23.8% |
| 1Y | -0.1% | +5.8% | -5.9% | -2.5% |
| 3Y | -33.3% | +14.0% | -47.3% | -37.6% |
| 5Y | -67.1% | -38.3% | -28.8% | -68.2% |
| All | -67.1% | -38.1% | -29.0% | -68.2% |
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