+131.6%
TROW vs PENG
+661.7%
-530.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.3% | -7.0% | +0.7% |
| 7D | +4.7% | -3.8% | +8.5% | +4.4% |
| 30D | +5.4% | -40.1% | +45.5% | +13.1% |
| 3M | -1.6% | -21.8% | +20.2% | -0.2% |
| 6M | +7.8% | +3.3% | +4.5% | -0.9% |
| YTD | +12.6% | +133.6% | -121.1% | -13.5% |
| 1Y | +13.6% | +110.7% | -97.1% | -11.1% |
| 3Y | +36.6% | +204.3% | -167.7% | -6.3% |
| 5Y | -36.7% | +54.4% | -91.1% | -53.5% |
| All | +131.6% | +661.7% | -530.0% | +36.5% |
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