+87.1%
PR vs TROW
+129.7%
-42.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | +17.4% | -4.0% | +21.4% | +19.6% |
| 3M | +21.8% | +5.0% | +16.7% | +17.6% |
| 6M | +27.6% | +24.3% | +3.3% | +12.8% |
| YTD | +71.4% | +9.8% | +61.7% | +60.3% |
| 1Y | +78.3% | +6.4% | +71.9% | +68.8% |
| 3Y | +85.5% | +15.8% | +69.7% | +66.1% |
| 5Y | +422.7% | -37.3% | +459.9% | +518.4% |
| 10Y | +87.1% | +130.6% | -43.5% | +74.5% |
| All | +87.1% | +129.7% | -42.6% | +74.5% |
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 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