+100.5%
PSA vs TROW
+130.0%
-29.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -1.8% | -3.2% | +1.4% | -0.9% |
| 30D | -8.4% | -4.6% | -3.8% | -7.2% |
| 3M | -7.8% | -0.7% | -7.2% | -7.9% |
| 6M | +0.8% | +22.2% | -21.4% | -5.0% |
| YTD | +16.5% | +6.6% | +9.9% | +13.7% |
| 1Y | +4.7% | +5.8% | -1.1% | +2.3% |
| 3Y | +21.1% | +11.6% | +9.4% | +14.6% |
| 5Y | +14.2% | -38.9% | +53.1% | +23.3% |
| All | +100.5% | +130.0% | -29.5% | +59.3% |
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