+136.0%
GOOG vs TROW
-39.3%
+175.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.1% |
| 7D | 0.0% | -3.2% | +3.2% | +1.7% |
| 30D | -2.0% | -4.6% | +2.6% | +0.4% |
| 3M | -5.9% | -0.7% | -5.2% | -6.2% |
| 6M | +8.9% | +22.2% | -13.3% | -2.6% |
| YTD | +7.1% | +6.6% | +0.5% | +2.3% |
| 1Y | +39.7% | +5.8% | +33.9% | +33.5% |
| 3Y | +145.8% | +11.6% | +134.2% | +122.0% |
| All | +136.0% | -39.3% | +175.4% | +177.7% |
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