+133.0%
FROG vs TROW
-38.1%
+171.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.7% |
| 7D | -4.8% | -1.5% | -3.3% | -3.9% |
| 30D | -0.9% | -5.3% | +4.4% | +2.7% |
| 3M | +7.5% | +2.9% | +4.5% | +4.7% |
| 6M | +107.0% | +22.2% | +84.8% | +79.9% |
| YTD | +39.8% | +8.1% | +31.7% | +31.0% |
| 1Y | +74.8% | +5.8% | +69.0% | +66.2% |
| 3Y | +219.3% | +14.0% | +205.2% | +176.0% |
| 5Y | +133.0% | -38.3% | +171.2% | +228.4% |
| All | +133.0% | -38.1% | +171.1% | +228.4% |
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