+207.2%
C vs TROW
+120.8%
+86.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.4% |
| 7D | +4.7% | -0.5% | +5.2% | +5.0% |
| 30D | +0.2% | +6.7% | -6.6% | -4.2% |
| 3M | -9.3% | -1.7% | -7.7% | -8.5% |
| 6M | -0.8% | +7.8% | -8.7% | -6.7% |
| YTD | +8.5% | +9.9% | -1.4% | +0.2% |
| 1Y | +23.1% | +8.7% | +14.4% | +14.4% |
| 3Y | +220.8% | +35.2% | +185.5% | +153.2% |
| 5Y | +112.4% | -37.5% | +149.9% | +178.3% |
| All | +207.2% | +120.8% | +86.4% | +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