+94.9%
PR vs TROW
+37.3%
+57.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.0% |
| 7D | +6.0% | +0.5% | +5.5% | +5.7% |
| 30D | -4.2% | +9.3% | -13.5% | -8.3% |
| 3M | +10.0% | -0.9% | +10.9% | +10.0% |
| 6M | +15.6% | +8.3% | +7.3% | +8.7% |
| YTD | +68.2% | +10.6% | +57.5% | +54.5% |
| 1Y | +79.2% | +10.5% | +68.7% | +64.3% |
| 3Y | +94.9% | +36.5% | +58.4% | +52.7% |
| All | +94.9% | +37.3% | +57.6% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling