+3.4%
PEP vs TROW
-38.9%
+42.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.4% | -3.0% | +1.6% | -1.0% |
| 30D | -0.2% | -5.5% | +5.2% | +0.5% |
| 3M | -4.3% | +2.3% | -6.6% | -4.6% |
| 6M | -13.2% | +23.9% | -37.1% | -15.7% |
| YTD | -1.9% | +7.9% | -9.8% | -3.2% |
| 1Y | -0.3% | +6.1% | -6.5% | -1.5% |
| 3Y | -13.6% | +13.8% | -27.4% | -16.6% |
| 5Y | +3.4% | -38.2% | +41.6% | +6.7% |
| All | +3.4% | -38.9% | +42.3% | +6.7% |
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