+169.5%
PR vs TROW
+109.7%
+59.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +2.9% | -1.3% | +4.2% | +3.5% |
| 30D | +18.0% | -4.5% | +22.6% | +20.6% |
| 3M | +16.9% | +3.9% | +13.0% | +13.6% |
| 6M | +28.2% | +22.6% | +5.6% | +14.4% |
| YTD | +69.3% | +10.1% | +59.2% | +58.3% |
| 1Y | +69.5% | +3.6% | +65.9% | +63.0% |
| 3Y | +81.7% | +12.4% | +69.3% | +65.6% |
| 5Y | +422.2% | -37.5% | +459.7% | +514.5% |
| 10Y | +110.4% | +130.0% | -19.6% | +102.1% |
| All | +169.5% | +109.7% | +59.8% | +159.4% |
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