-75.5%
QS vs TROW
-38.6%
-36.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | -5.0% | -3.0% | -2.0% | -1.3% |
| 30D | -18.3% | -5.5% | -12.8% | -12.6% |
| 3M | -26.0% | +2.3% | -28.3% | -28.9% |
| 6M | -24.0% | +23.9% | -48.0% | -42.2% |
| YTD | -50.3% | +7.9% | -58.2% | -55.4% |
| 1Y | -38.0% | +6.1% | -44.1% | -42.8% |
| 3Y | -24.6% | +13.8% | -38.4% | -37.5% |
| All | -75.5% | -38.6% | -36.9% | -46.6% |
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