-53.4%
S vs TROW
-32.2%
-21.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.1% |
| 7D | +0.1% | -3.0% | +3.1% | +2.7% |
| 30D | -11.8% | -5.5% | -6.3% | -7.6% |
| 3M | +33.9% | +2.3% | +31.7% | +29.8% |
| 6M | +40.1% | +23.9% | +16.2% | +14.2% |
| YTD | +32.1% | +7.9% | +24.2% | +20.7% |
| 1Y | +11.0% | +6.1% | +4.9% | +2.4% |
| 3Y | +16.9% | +13.8% | +3.1% | -3.2% |
| 5Y | -68.9% | -38.2% | -30.7% | -52.9% |
| All | -53.4% | -32.2% | -21.2% | -31.7% |
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 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