+157.2%
EXC vs TROW
+132.8%
+24.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.6% | -3.0% | +1.4% | -0.8% |
| 30D | -2.4% | -5.5% | +3.1% | -0.9% |
| 3M | -4.0% | +2.3% | -6.2% | -4.9% |
| 6M | -9.8% | +23.9% | -33.7% | -15.5% |
| YTD | +2.3% | +7.9% | -5.6% | -0.7% |
| 1Y | +3.8% | +6.1% | -2.3% | +1.1% |
| 3Y | +19.7% | +13.8% | +5.9% | +11.1% |
| 5Y | +45.6% | -38.2% | +83.8% | +63.5% |
| All | +157.2% | +132.8% | +24.4% | +126.2% |
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