+8.1%
FPS vs TROW
+17.2%
-9.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +3.0% |
| 7D | +3.1% | -1.3% | +4.4% | +4.0% |
| 30D | -18.6% | -4.5% | -14.0% | -16.3% |
| 3M | -51.5% | +3.9% | -55.3% | -53.9% |
| 6M | -8.5% | +22.6% | -31.1% | -25.5% |
| All | +8.1% | +17.2% | -9.1% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling