+32.5%
PFE vs TROW
+132.8%
-100.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -4.0% | -3.0% | -1.0% | -3.2% |
| 30D | +3.9% | -5.5% | +9.3% | +5.5% |
| 3M | +9.9% | +2.3% | +7.6% | +9.0% |
| 6M | +5.3% | +23.9% | -18.6% | -1.0% |
| YTD | +16.8% | +7.9% | +8.9% | +13.7% |
| 1Y | +20.4% | +6.1% | +14.3% | +17.6% |
| 3Y | -2.1% | +13.8% | -15.9% | -8.0% |
| 5Y | -21.0% | -38.2% | +17.2% | -12.7% |
| All | +32.5% | +132.8% | -100.3% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling