-21.5%
PINS vs TROW
+39.9%
-61.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | +1.0% | +0.5% | +0.5% | +0.6% |
| 30D | -12.0% | +9.3% | -21.3% | -17.4% |
| 3M | -17.9% | -0.9% | -17.0% | -17.4% |
| 6M | -1.0% | +8.3% | -9.4% | -6.7% |
| YTD | -26.0% | +10.6% | -36.7% | -31.7% |
| 1Y | -28.5% | +10.5% | -39.0% | -34.1% |
| 3Y | -39.2% | +36.5% | -75.7% | -53.2% |
| 5Y | -58.3% | -37.1% | -21.3% | -46.6% |
| All | -21.5% | +39.9% | -61.4% | -43.2% |
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 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