+50.3%
NDAQ vs TROW
-38.9%
+89.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -6.8% | -3.0% | -3.8% | -5.6% |
| 30D | -3.2% | -5.5% | +2.3% | -0.8% |
| 3M | +6.5% | +2.3% | +4.2% | +5.1% |
| 6M | +5.7% | +23.9% | -18.2% | -4.3% |
| YTD | -4.6% | +7.9% | -12.5% | -8.3% |
| 1Y | -1.6% | +6.1% | -7.7% | -4.9% |
| 3Y | +86.4% | +13.8% | +72.6% | +70.8% |
| 5Y | +50.3% | -38.2% | +88.5% | +73.9% |
| All | +50.3% | -38.9% | +89.2% | +73.9% |
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