-13.8%
PEP vs TROW
+14.6%
-28.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +0.7% | -4.0% | +4.7% | +1.0% |
| 3M | -0.5% | +5.0% | -5.5% | -1.0% |
| 6M | -11.3% | +24.3% | -35.6% | -13.1% |
| YTD | -0.6% | +9.8% | -10.4% | -1.7% |
| 1Y | +1.7% | +6.4% | -4.8% | +0.9% |
| All | -13.8% | +14.6% | -28.4% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling