+152.6%
PR vs TROW
+109.6%
+42.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -16.4% | +4.3% | -20.8% | -18.3% |
| 30D | -1.9% | +4.2% | -6.1% | -4.2% |
| 3M | +8.0% | -3.4% | +11.4% | +9.1% |
| 6M | +4.1% | +4.7% | -0.6% | +0.2% |
| YTD | +58.7% | +10.1% | +48.6% | +47.6% |
| 1Y | +75.8% | +11.7% | +64.1% | +62.0% |
| 3Y | +73.2% | +32.5% | +40.7% | +45.6% |
| 5Y | +230.1% | -38.5% | +268.7% | +289.9% |
| 10Y | +67.4% | +148.0% | -80.7% | +61.2% |
| All | +152.6% | +109.6% | +42.9% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling