+82.3%
PL vs TROW
-37.5%
+119.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.4% |
| 7D | -9.3% | -1.3% | -8.0% | -8.4% |
| 30D | -18.9% | -4.5% | -14.4% | -15.9% |
| 3M | -58.4% | +3.9% | -62.2% | -60.0% |
| 6M | -30.3% | +22.6% | -52.9% | -41.7% |
| YTD | -8.1% | +10.1% | -18.2% | -16.2% |
| 1Y | +180.5% | +3.6% | +176.9% | +169.9% |
| 3Y | +444.1% | +12.4% | +431.7% | +401.2% |
| All | +82.3% | -37.5% | +119.8% | +116.6% |
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 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