+797.8%
PH vs TROW
+130.0%
+667.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.4% |
| 7D | -1.3% | -3.2% | +1.9% | +0.7% |
| 30D | -11.0% | -4.6% | -6.4% | -8.3% |
| 3M | +5.5% | -0.7% | +6.2% | +4.9% |
| 6M | +1.5% | +22.2% | -20.7% | -11.8% |
| YTD | +8.8% | +6.6% | +2.1% | +2.4% |
| 1Y | +24.5% | +5.8% | +18.7% | +17.3% |
| 3Y | +141.2% | +11.6% | +129.6% | +116.3% |
| 5Y | +256.3% | -38.9% | +295.2% | +361.3% |
| All | +797.8% | +130.0% | +667.8% | +416.6% |
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