+125.9%
TROW vs PENG
+755.0%
-629.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +0.4% | +7.8% | -7.4% | -1.0% |
| 30D | -4.0% | -12.2% | +8.2% | -2.2% |
| 3M | +5.0% | -20.6% | +25.6% | +5.8% |
| 6M | +24.3% | +180.9% | -156.6% | -4.9% |
| YTD | +9.8% | +162.3% | -152.5% | -15.2% |
| 1Y | +6.4% | +107.3% | -100.8% | -14.6% |
| 3Y | +15.8% | +110.8% | -95.0% | -14.8% |
| 5Y | -37.3% | +117.8% | -155.1% | -55.5% |
| All | +125.9% | +755.0% | -629.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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