+3,159.9%
PEP vs TROW
+14,446.5%
-11,286.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | +0.2% | -4.5% | +4.8% | +1.0% |
| 3M | -1.1% | +3.9% | -5.0% | -1.9% |
| 6M | -13.5% | +22.6% | -36.1% | -16.7% |
| YTD | -1.2% | +10.1% | -11.3% | -3.3% |
| 1Y | -1.6% | +3.6% | -5.1% | -2.8% |
| 3Y | -12.5% | +12.4% | -24.9% | -15.8% |
| 5Y | +3.0% | -37.5% | +40.5% | +7.9% |
| 10Y | +73.9% | +130.0% | -56.0% | +43.5% |
| All | +3,159.9% | +14,446.5% | -11,286.6% | +1,059.5% |
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 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