+5.2%
LOW vs TROW
-39.3%
+44.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | -3.7% | -3.2% | -0.6% | -2.3% |
| 30D | -8.9% | -4.6% | -4.3% | -6.8% |
| 3M | -10.4% | -0.7% | -9.8% | -10.4% |
| 6M | -19.4% | +22.2% | -41.6% | -26.9% |
| YTD | -17.1% | +6.6% | -23.7% | -20.3% |
| 1Y | -26.3% | +5.8% | -32.1% | -29.0% |
| 3Y | -9.9% | +11.6% | -21.5% | -17.3% |
| All | +5.2% | -39.3% | +44.6% | +16.7% |
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