+499.9%
P vs TROW
+136.2%
+363.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -13.3% | +4.4% | -17.7% | -15.6% |
| 30D | -34.0% | +5.5% | -39.4% | -36.2% |
| 3M | +4.1% | -1.3% | +5.4% | +4.6% |
| 6M | +30.5% | +7.9% | +22.6% | +23.1% |
| YTD | +52.2% | +12.6% | +39.5% | +39.0% |
| 1Y | +10.3% | +13.3% | -3.0% | -0.5% |
| 3Y | +180.9% | +38.6% | +142.3% | +121.3% |
| 5Y | +259.7% | -34.7% | +294.5% | +344.4% |
| 10Y | +652.6% | +129.9% | +522.7% | +322.5% |
| All | +499.9% | +136.2% | +363.7% | +240.2% |
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