+449.1%
PL vs TROW
+12.4%
+436.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.2% |
| 7D | -9.3% | -1.3% | -8.0% | -8.1% |
| 30D | -18.9% | -4.5% | -14.4% | -15.0% |
| 3M | -58.4% | +3.9% | -62.2% | -60.8% |
| 6M | -30.3% | +22.6% | -52.9% | -45.5% |
| YTD | -8.1% | +10.1% | -18.2% | -19.5% |
| 1Y | +180.5% | +3.6% | +176.9% | +164.5% |
| All | +449.1% | +12.4% | +436.7% | +361.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling