+367.0%
PSX vs TROW
-38.9%
+405.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.5% | -3.0% | +4.5% | +2.4% |
| 30D | +15.8% | -5.5% | +21.3% | +17.7% |
| 3M | +43.0% | +2.3% | +40.7% | +41.1% |
| 6M | +61.1% | +23.9% | +37.2% | +49.2% |
| YTD | +104.5% | +7.9% | +96.6% | +97.3% |
| 1Y | +102.5% | +6.1% | +96.4% | +96.0% |
| 3Y | +133.5% | +13.8% | +119.7% | +117.4% |
| 5Y | +367.0% | -38.2% | +405.2% | +429.6% |
| All | +367.0% | -38.9% | +405.8% | +429.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling