+48.8%
PFE vs TROW
+122.3%
-73.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | 0.0% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | +0.3% | +9.3% | -9.0% | -2.1% |
| 3M | +9.4% | -0.9% | +10.3% | +9.5% |
| 6M | +14.9% | +8.3% | +6.5% | +12.1% |
| YTD | +23.8% | +10.6% | +13.2% | +19.7% |
| 1Y | +19.5% | +10.5% | +9.0% | +15.5% |
| 3Y | +21.0% | +36.5% | -15.5% | +8.1% |
| 5Y | -23.9% | -37.1% | +13.2% | -16.3% |
| All | +48.8% | +122.3% | -73.5% | +10.3% |
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