-21.4%
PFE vs TROW
-38.1%
+16.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -4.3% | -1.5% | -2.8% | -4.0% |
| 30D | +2.7% | -5.3% | +8.0% | +3.7% |
| 3M | +10.0% | +2.9% | +7.0% | +9.3% |
| 6M | +7.2% | +22.2% | -15.0% | +3.4% |
| YTD | +17.3% | +8.1% | +9.2% | +15.4% |
| 1Y | +20.3% | +5.8% | +14.5% | +18.6% |
| 3Y | -1.6% | +14.0% | -15.7% | -5.4% |
| 5Y | -21.4% | -38.3% | +16.9% | -28.0% |
| All | -21.4% | -38.1% | +16.7% | -28.0% |
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