+124.8%
TROW vs CHD
+126.1%
-1.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.2% | -4.5% | +1.3% | -1.8% |
| 30D | -4.6% | -6.7% | +2.1% | -2.6% |
| 3M | -0.7% | -2.7% | +2.1% | 0.0% |
| 6M | +22.2% | -4.9% | +27.1% | +23.6% |
| YTD | +6.6% | +13.3% | -6.7% | +1.6% |
| 1Y | +5.8% | +1.0% | +4.8% | +4.4% |
| 3Y | +11.6% | +1.3% | +10.3% | +8.2% |
| 5Y | -38.9% | +20.8% | -59.8% | -45.7% |
| All | +124.8% | +126.1% | -1.3% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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