+45.7%
EXC vs TROW
-38.1%
+83.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.4% |
| 7D | +0.3% | -1.5% | +1.8% | +0.5% |
| 30D | -0.9% | -5.3% | +4.4% | -0.1% |
| 3M | -2.7% | +2.9% | -5.6% | -3.3% |
| 6M | -9.4% | +22.2% | -31.6% | -12.3% |
| YTD | +3.0% | +8.1% | -5.1% | +1.5% |
| 1Y | +5.1% | +5.8% | -0.7% | +3.8% |
| 3Y | +20.6% | +14.0% | +6.6% | +15.8% |
| 5Y | +45.7% | -38.3% | +84.0% | +48.4% |
| All | +45.7% | -38.1% | +83.8% | +48.4% |
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