+2,838.9%
PEG vs TROW
+14,176.2%
-11,337.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -0.1% | -1.5% | +1.4% | +0.2% |
| 30D | -1.7% | -5.3% | +3.6% | -0.8% |
| 3M | -6.8% | +2.9% | -9.7% | -7.4% |
| 6M | -11.4% | +22.2% | -33.6% | -14.7% |
| YTD | -7.2% | +8.1% | -15.3% | -8.9% |
| 1Y | -6.1% | +5.8% | -11.9% | -7.6% |
| 3Y | +31.8% | +14.0% | +17.7% | +26.8% |
| 5Y | +35.6% | -38.3% | +73.9% | +42.7% |
| 10Y | +148.7% | +131.7% | +17.1% | +105.6% |
| All | +2,838.9% | +14,176.2% | -11,337.3% | +1,484.4% |
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 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