+547.6%
P vs TROW
+130.4%
+417.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +4.8% |
| 7D | +17.8% | -0.5% | +18.3% | +18.1% |
| 30D | -29.9% | +6.7% | -36.6% | -32.7% |
| 3M | -1.2% | -1.7% | +0.5% | -0.4% |
| 6M | +32.1% | +7.8% | +24.3% | +24.6% |
| YTD | +64.3% | +9.9% | +54.4% | +52.2% |
| 1Y | +24.3% | +8.7% | +15.6% | +15.0% |
| 3Y | +203.2% | +35.2% | +168.0% | +142.4% |
| 5Y | +290.4% | -37.5% | +327.9% | +395.4% |
| 10Y | +680.9% | +123.7% | +557.1% | +345.4% |
| All | +547.6% | +130.4% | +417.2% | +272.7% |
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