+1,131.3%
PSX vs TROW
+194.4%
+936.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | +27.8% | -4.0% | +31.8% | +30.3% |
| 3M | +42.0% | +5.0% | +37.0% | +37.1% |
| 6M | +58.1% | +24.3% | +33.8% | +38.9% |
| YTD | +105.0% | +9.8% | +95.3% | +91.0% |
| 1Y | +104.9% | +6.4% | +98.5% | +93.3% |
| 3Y | +134.1% | +15.8% | +118.3% | +106.0% |
| 5Y | +363.8% | -37.3% | +401.1% | +458.2% |
| 10Y | +370.1% | +130.6% | +239.5% | +133.3% |
| All | +1,131.3% | +194.4% | +936.9% | +380.7% |
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 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