+34.3%
IR vs TROW
-38.9%
+73.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -3.1% | -3.0% | -0.1% | -1.4% |
| 30D | -14.0% | -5.5% | -8.6% | -11.3% |
| 3M | +3.7% | +2.3% | +1.5% | +2.0% |
| 6M | -15.4% | +23.9% | -39.3% | -25.3% |
| YTD | -7.7% | +7.9% | -15.6% | -12.4% |
| 1Y | -8.8% | +6.1% | -14.9% | -12.9% |
| 3Y | +5.6% | +13.8% | -8.2% | -4.2% |
| 5Y | +34.3% | -38.2% | +72.5% | +63.7% |
| All | +34.3% | -38.9% | +73.2% | +63.7% |
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