+37.4%
PEG vs TROW
-39.3%
+76.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | -0.9% | -3.2% | +2.3% | -0.2% |
| 30D | -3.7% | -4.6% | +0.9% | -2.8% |
| 3M | -7.3% | -0.7% | -6.6% | -7.4% |
| 6M | -10.5% | +22.2% | -32.7% | -14.4% |
| YTD | -7.5% | +6.6% | -14.1% | -9.2% |
| 1Y | -8.7% | +5.8% | -14.6% | -10.4% |
| 3Y | +31.4% | +11.6% | +19.8% | +25.3% |
| All | +37.4% | -39.3% | +76.7% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling