+485.4%
P vs TROW
+130.9%
+354.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.0% |
| 7D | +6.5% | -1.3% | +7.9% | +7.4% |
| 30D | +18.8% | -4.5% | +23.4% | +22.1% |
| 3M | +26.7% | +3.9% | +22.9% | +22.6% |
| 6M | +62.2% | +22.6% | +39.6% | +41.3% |
| YTD | +48.5% | +10.1% | +38.4% | +37.8% |
| 1Y | +26.4% | +3.6% | +22.8% | +20.8% |
| 3Y | +159.4% | +12.4% | +147.0% | +132.8% |
| 5Y | +275.8% | -37.5% | +313.3% | +376.9% |
| 10Y | +732.0% | +130.0% | +602.1% | +368.6% |
| All | +485.4% | +130.9% | +354.5% | +237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling