+215.2%
PODD vs TROW
+130.0%
+85.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -10.5% | -3.2% | -7.3% | -9.3% |
| 30D | -9.0% | -4.6% | -4.4% | -7.2% |
| 3M | -11.5% | -0.7% | -10.9% | -11.6% |
| 6M | -44.7% | +22.2% | -67.0% | -49.6% |
| YTD | -53.6% | +6.6% | -60.2% | -55.2% |
| 1Y | -61.0% | +5.8% | -66.8% | -62.3% |
| 3Y | -24.7% | +11.6% | -36.3% | -30.6% |
| 5Y | -55.5% | -38.9% | -16.6% | -49.0% |
| All | +215.2% | +130.0% | +85.2% | +123.4% |
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 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