+696.9%
P vs TROW
+128.2%
+568.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.1% |
| 7D | +5.0% | -1.5% | +6.5% | +6.1% |
| 30D | -0.9% | -5.3% | +4.4% | +2.4% |
| 3M | +38.7% | +2.9% | +35.7% | +34.8% |
| 6M | +54.4% | +22.2% | +32.2% | +34.5% |
| YTD | +44.8% | +8.1% | +36.8% | +35.9% |
| 1Y | +22.5% | +5.8% | +16.7% | +15.5% |
| 3Y | +148.2% | +14.0% | +134.2% | +120.4% |
| 5Y | +268.9% | -38.3% | +307.2% | +375.2% |
| 10Y | +696.9% | +131.7% | +565.2% | +332.8% |
| All | +696.9% | +128.2% | +568.7% | +332.8% |
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