+18.4%
BX vs TROW
-39.3%
+57.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.6% | +3.5% |
| 7D | -5.6% | -3.2% | -2.4% | -2.8% |
| 30D | -12.2% | -4.6% | -7.6% | -8.4% |
| 3M | +7.4% | -0.7% | +8.0% | +7.4% |
| 6M | +22.2% | +22.2% | 0.0% | +1.6% |
| YTD | -14.0% | +6.6% | -20.6% | -19.3% |
| 1Y | -27.3% | +5.8% | -33.1% | -31.4% |
| 3Y | +24.5% | +11.6% | +12.9% | +10.5% |
| All | +18.4% | -39.3% | +57.8% | +78.0% |
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