+79.0%
PL vs TROW
-36.6%
+115.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.4% |
| 7D | -7.5% | +0.4% | -7.9% | -7.9% |
| 30D | -25.6% | -4.0% | -21.5% | -23.1% |
| 3M | -45.6% | +5.0% | -50.6% | -48.4% |
| 6M | -29.5% | +24.3% | -53.9% | -41.8% |
| YTD | -9.7% | +9.8% | -19.5% | -17.4% |
| 1Y | +84.4% | +6.4% | +77.9% | +73.6% |
| 3Y | +550.0% | +15.8% | +534.2% | +487.4% |
| 5Y | +79.0% | -37.3% | +116.3% | +113.4% |
| All | +79.0% | -36.6% | +115.6% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling