+40.4%
PL vs TROW
-22.5%
+62.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.8% | -1.3% |
| 7D | +22.3% | -0.5% | +22.7% | +22.9% |
| 30D | -8.3% | +6.7% | -15.0% | -13.1% |
| 3M | -43.3% | -1.7% | -41.6% | -42.7% |
| 6M | -65.8% | +7.8% | -73.6% | -68.2% |
| YTD | -29.5% | +9.9% | -39.4% | -35.5% |
| 1Y | +11.7% | +8.7% | +3.0% | +3.2% |
| 3Y | +540.6% | +35.2% | +505.3% | +425.8% |
| 5Y | +32.9% | -37.5% | +70.4% | +50.6% |
| All | +40.4% | -22.5% | +62.9% | +57.1% |
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