+70.3%
PR vs TROW
+136.0%
-65.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -9.5% | +4.4% | -13.9% | -11.6% |
| 30D | -5.7% | +5.5% | -11.1% | -8.6% |
| 3M | +3.0% | -1.3% | +4.3% | +3.0% |
| 6M | +11.8% | +7.9% | +3.9% | +5.9% |
| YTD | +58.5% | +12.6% | +45.8% | +45.4% |
| 1Y | +69.9% | +13.3% | +56.5% | +55.0% |
| 3Y | +84.9% | +38.6% | +46.3% | +51.0% |
| 5Y | +246.4% | -34.7% | +281.2% | +301.5% |
| 10Y | +70.3% | +129.9% | -59.7% | +59.0% |
| All | +70.3% | +136.0% | -65.7% | +59.0% |
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