-38.1%
TROW vs BAH
-3.4%
-34.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | -5.3% | -6.6% | +1.3% | -4.1% |
| 3M | +2.9% | -7.2% | +10.1% | +4.2% |
| 6M | +22.2% | -10.0% | +32.2% | +24.0% |
| YTD | +8.1% | -12.5% | +20.5% | +9.7% |
| 1Y | +5.8% | -27.9% | +33.7% | +11.9% |
| 3Y | +14.0% | -31.4% | +45.4% | +13.4% |
| All | -38.1% | -3.4% | -34.7% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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