+158.7%
P vs TROW
+14.8%
+143.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.8% |
| 7D | +7.8% | +0.4% | +7.4% | +7.6% |
| 30D | +12.3% | -4.0% | +16.3% | +15.1% |
| 3M | +37.1% | +5.0% | +32.1% | +31.1% |
| 6M | +66.1% | +24.3% | +41.8% | +42.0% |
| YTD | +50.9% | +9.8% | +41.2% | +39.0% |
| 1Y | +27.2% | +6.4% | +20.8% | +18.7% |
| 3Y | +158.7% | +15.8% | +142.9% | +123.6% |
| All | +158.7% | +14.8% | +143.9% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling