+469.4%
PWR vs TROW
-39.3%
+508.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.7% |
| 7D | +4.2% | -3.2% | +7.4% | +5.7% |
| 30D | -4.0% | -4.6% | +0.6% | -2.0% |
| 3M | -4.8% | -0.7% | -4.1% | -5.2% |
| 6M | +14.6% | +22.2% | -7.6% | +3.7% |
| YTD | +54.2% | +6.6% | +47.6% | +47.6% |
| 1Y | +67.1% | +5.8% | +61.3% | +60.2% |
| 3Y | +218.5% | +11.6% | +206.8% | +192.1% |
| All | +469.4% | -39.3% | +508.8% | +621.4% |
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 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