+134.1%
BP vs TROW
+130.0%
+4.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +5.2% | -3.2% | +8.4% | +6.4% |
| 30D | +8.7% | -4.6% | +13.3% | +10.4% |
| 3M | +9.3% | -0.7% | +10.0% | +8.7% |
| 6M | +13.6% | +22.2% | -8.6% | +4.4% |
| YTD | +37.7% | +6.6% | +31.0% | +32.3% |
| 1Y | +40.6% | +5.8% | +34.8% | +35.2% |
| 3Y | +40.3% | +11.6% | +28.7% | +28.9% |
| 5Y | +141.4% | -38.9% | +180.3% | +179.1% |
| All | +134.1% | +130.0% | +4.1% | +68.9% |
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