+655.3%
P vs TROW
+130.0%
+525.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.6% |
| 7D | -4.7% | -1.7% | -3.0% | -3.3% |
| 30D | -31.4% | +6.4% | -37.9% | -34.2% |
| 3M | -2.6% | -1.5% | -1.2% | -2.0% |
| 6M | +21.9% | +8.3% | +13.7% | +14.8% |
| YTD | +58.9% | +12.4% | +46.5% | +45.1% |
| 1Y | +21.7% | +12.4% | +9.4% | +10.3% |
| 3Y | +193.3% | +38.3% | +155.0% | +130.3% |
| 5Y | +275.1% | -35.2% | +310.3% | +368.6% |
| 10Y | +655.3% | +128.8% | +526.5% | +333.6% |
| All | +655.3% | +130.0% | +525.3% | +333.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling