+3,280.0%
PFE vs TROW
+14,446.5%
-11,166.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | +1.8% | -1.3% | +3.1% | +2.1% |
| 30D | +10.2% | -4.5% | +14.8% | +11.4% |
| 3M | +12.7% | +3.9% | +8.8% | +11.5% |
| 6M | +10.5% | +22.6% | -12.0% | +5.1% |
| YTD | +20.2% | +10.1% | +10.0% | +16.9% |
| 1Y | +24.1% | +3.6% | +20.5% | +22.3% |
| 3Y | -3.6% | +12.4% | -16.0% | -8.0% |
| 5Y | -20.9% | -37.5% | +16.6% | -15.8% |
| 10Y | +35.8% | +130.0% | -94.1% | +4.0% |
| All | +3,280.0% | +14,446.5% | -11,166.5% | +1,035.2% |
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