-38.3%
TROW vs CAPR
+76.3%
-114.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.5% |
| 7D | -1.5% | -12.6% | +11.1% | -1.3% |
| 30D | -5.3% | +124.4% | -129.7% | -6.6% |
| 3M | +2.9% | -66.8% | +69.7% | +3.5% |
| 6M | +22.2% | -71.8% | +94.0% | +23.1% |
| YTD | +8.1% | -70.1% | +78.1% | +8.7% |
| 1Y | +5.8% | +33.3% | -27.5% | 0.0% |
| 3Y | +14.0% | +36.7% | -22.7% | -1.4% |
| 5Y | -38.3% | +72.5% | -110.7% | -51.1% |
| All | -38.3% | +76.3% | -114.6% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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