+132.0%
C vs TROW
-38.1%
+170.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.6% |
| 7D | +2.6% | -1.5% | +4.1% | +3.4% |
| 30D | +1.9% | -5.3% | +7.2% | +4.8% |
| 3M | +2.8% | +2.9% | -0.1% | +0.5% |
| 6M | +30.6% | +22.2% | +8.3% | +16.2% |
| YTD | +19.9% | +8.1% | +11.8% | +13.6% |
| 1Y | +44.6% | +5.8% | +38.8% | +38.5% |
| 3Y | +272.1% | +14.0% | +258.1% | +239.5% |
| 5Y | +132.0% | -38.3% | +170.2% | +164.3% |
| All | +132.0% | -38.1% | +170.1% | +164.3% |
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