+23,639.3%
PH vs TROW
+14,513.4%
+9,125.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +4.3% | +0.5% | +3.9% | +4.2% |
| 30D | +0.1% | +9.3% | -9.2% | -3.4% |
| 3M | -9.4% | -0.9% | -8.5% | -9.3% |
| 6M | +8.8% | +8.3% | +0.4% | +4.8% |
| YTD | +9.6% | +10.6% | -1.0% | +4.3% |
| 1Y | +14.4% | +10.5% | +3.9% | +8.8% |
| 3Y | +134.5% | +36.5% | +98.0% | +105.7% |
| 5Y | +204.4% | -37.1% | +241.5% | +249.3% |
| 10Y | +697.3% | +125.2% | +572.1% | +490.4% |
| All | +23,639.3% | +14,513.4% | +9,125.9% | +6,959.6% |
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 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