+1,315.5%
FERG vs TROW
+249.4%
+1,066.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.1% |
| 7D | +0.9% | -1.5% | +2.4% | +1.2% |
| 30D | -15.1% | -5.3% | -9.8% | -14.2% |
| 3M | -4.8% | +2.9% | -7.8% | -5.6% |
| 6M | -2.5% | +22.2% | -24.7% | -6.4% |
| YTD | +1.8% | +8.1% | -6.3% | -0.1% |
| 1Y | -0.3% | +5.8% | -6.1% | -1.8% |
| 3Y | +52.9% | +14.0% | +38.9% | +48.2% |
| 5Y | +69.3% | -38.3% | +107.6% | +69.0% |
| 10Y | +352.7% | +131.7% | +221.0% | +329.5% |
| All | +1,315.5% | +249.4% | +1,066.2% | +1,263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling