+139.2%
BP vs TROW
-38.8%
+178.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.1% |
| 7D | +4.0% | -1.5% | +5.5% | +4.3% |
| 30D | +7.8% | -5.3% | +13.1% | +9.0% |
| 3M | +8.4% | +2.9% | +5.4% | +7.1% |
| 6M | +15.1% | +22.2% | -7.1% | +9.0% |
| YTD | +36.4% | +8.1% | +28.3% | +32.6% |
| 1Y | +40.9% | +5.8% | +35.1% | +37.5% |
| 3Y | +38.8% | +14.0% | +24.8% | +30.6% |
| All | +139.2% | -38.8% | +178.0% | +157.4% |
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