+326.3%
TROW vs CAPR
-98.9%
+425.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.5% | -26.7% | -0.5% |
| 7D | -1.7% | +25.8% | -27.5% | -2.0% |
| 30D | +6.4% | +50.2% | -43.8% | +5.9% |
| 3M | -1.5% | +185.5% | -187.0% | -2.9% |
| 6M | +8.3% | -64.8% | +73.1% | +8.5% |
| YTD | +12.4% | -61.1% | +73.5% | +12.4% |
| 1Y | +12.4% | +81.0% | -68.6% | +7.7% |
| 3Y | +38.3% | +300.7% | -262.4% | +29.5% |
| 5Y | -35.2% | +223.3% | -258.5% | -39.5% |
| 10Y | +128.8% | -58.8% | +187.6% | +109.1% |
| All | +326.3% | -98.9% | +425.1% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling