+23.7%
EIX vs TROW
-38.9%
+62.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.8% | -3.0% | +3.8% | +1.6% |
| 30D | -18.8% | -5.5% | -13.4% | -17.7% |
| 3M | -19.7% | +2.3% | -22.0% | -20.2% |
| 6M | -18.2% | +23.9% | -42.2% | -22.8% |
| YTD | -1.7% | +7.9% | -9.6% | -4.1% |
| 1Y | +7.8% | +6.1% | +1.6% | +5.5% |
| 3Y | -5.6% | +13.8% | -19.4% | -11.1% |
| 5Y | +23.7% | -38.2% | +61.9% | +19.9% |
| All | +23.7% | -38.9% | +62.5% | +19.9% |
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 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