+64.8%
PR vs TROW
+153.2%
-88.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.1% |
| 7D | -12.4% | +4.7% | -17.1% | -14.5% |
| 30D | -6.6% | +5.4% | -11.9% | -9.4% |
| 3M | +7.5% | -1.6% | +9.1% | +7.7% |
| 6M | +10.8% | +7.8% | +3.0% | +4.9% |
| YTD | +57.0% | +12.6% | +44.5% | +44.1% |
| 1Y | +67.9% | +13.6% | +54.3% | +53.0% |
| 3Y | +87.6% | +36.6% | +51.0% | +54.3% |
| 5Y | +220.4% | -36.7% | +257.1% | +277.3% |
| 10Y | +64.8% | +136.3% | -71.5% | +64.2% |
| All | +64.8% | +153.2% | -88.4% | +64.2% |
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