+128.3%
PM vs TROW
+12.7%
+115.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +1.9% | -3.0% | +4.9% | +2.1% |
| 30D | +1.9% | -5.5% | +7.4% | +2.2% |
| 3M | +4.6% | +2.3% | +2.3% | +4.6% |
| 6M | +11.7% | +23.9% | -12.2% | +10.7% |
| YTD | +20.4% | +7.9% | +12.5% | +20.0% |
| 1Y | +19.0% | +6.1% | +12.8% | +18.7% |
| All | +128.3% | +12.7% | +115.6% | +121.7% |
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