+112.2%
C vs TROW
-36.2%
+148.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -0.4% | +4.4% | -4.8% | -2.6% |
| 30D | -5.2% | +5.5% | -10.6% | -7.8% |
| 3M | -9.1% | -1.3% | -7.8% | -8.6% |
| 6M | -1.6% | +7.9% | -9.5% | -6.2% |
| YTD | +6.9% | +12.6% | -5.7% | -0.9% |
| 1Y | +23.0% | +13.3% | +9.6% | +13.5% |
| 3Y | +216.1% | +38.6% | +177.6% | +162.8% |
| 5Y | +112.2% | -34.7% | +147.0% | +124.5% |
| All | +112.2% | -36.2% | +148.5% | +124.5% |
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