+763.1%
PM vs TROW
+353.4%
+409.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | -3.4% | -4.5% | +1.1% | -2.3% |
| 3M | +5.2% | +3.9% | +1.3% | +4.0% |
| 6M | +3.7% | +22.6% | -18.9% | -1.8% |
| YTD | +15.8% | +10.1% | +5.6% | +12.3% |
| 1Y | +17.4% | +3.6% | +13.8% | +15.3% |
| 3Y | +116.9% | +12.4% | +104.5% | +104.3% |
| 5Y | +117.3% | -37.5% | +154.8% | +133.3% |
| 10Y | +193.8% | +130.0% | +63.8% | +114.8% |
| All | +763.1% | +353.4% | +409.7% | +413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling