+1,678.6%
PBR vs TROW
+922.9%
+755.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +4.2% | -3.0% | +7.2% | +6.0% |
| 30D | +22.7% | -5.5% | +28.2% | +26.4% |
| 3M | +21.5% | +2.3% | +19.3% | +18.7% |
| 6M | +24.0% | +23.9% | +0.1% | +8.3% |
| YTD | +88.2% | +7.9% | +80.3% | +76.2% |
| 1Y | +74.8% | +6.1% | +68.7% | +64.4% |
| 3Y | +105.1% | +13.8% | +91.3% | +78.6% |
| 5Y | +572.2% | -38.2% | +610.4% | +668.3% |
| 10Y | +692.7% | +131.3% | +561.5% | +314.2% |
| All | +1,678.6% | +922.9% | +755.7% | +332.2% |
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