+272.5%
PM vs TROW
+122.3%
+150.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +0.5% | +0.5% | +0.1% | +0.4% |
| 30D | -3.2% | +9.3% | -12.6% | -5.4% |
| 3M | +6.2% | -0.9% | +7.1% | +6.3% |
| 6M | +7.7% | +8.3% | -0.7% | +5.2% |
| YTD | +27.3% | +10.6% | +16.6% | +23.2% |
| 1Y | +32.8% | +10.5% | +22.2% | +28.5% |
| 3Y | +150.0% | +36.5% | +113.5% | +121.6% |
| 5Y | +164.2% | -37.1% | +201.3% | +193.7% |
| All | +272.5% | +122.3% | +150.2% | +190.9% |
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