+285.2%
BRO vs TROW
+130.0%
+155.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -7.3% | -3.2% | -4.1% | -6.2% |
| 30D | -6.9% | -4.6% | -2.2% | -5.2% |
| 3M | +10.7% | -0.7% | +11.3% | +10.6% |
| 6M | -2.7% | +22.2% | -24.9% | -10.3% |
| YTD | -16.3% | +6.6% | -23.0% | -19.1% |
| 1Y | -29.1% | +5.8% | -34.9% | -31.4% |
| 3Y | -7.8% | +11.6% | -19.4% | -15.3% |
| 5Y | +18.7% | -38.9% | +57.7% | +38.1% |
| All | +285.2% | +130.0% | +155.2% | +159.7% |
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