+126.6%
TROW vs PENG
+597.2%
-470.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -2.4% |
| 7D | +4.3% | -19.4% | +23.8% | +7.1% |
| 30D | +4.2% | -42.4% | +46.6% | +12.6% |
| 3M | -3.4% | -25.6% | +22.3% | -1.2% |
| 6M | +4.7% | +7.3% | -2.6% | -4.9% |
| YTD | +10.1% | +113.9% | -103.7% | -14.0% |
| 1Y | +11.7% | +93.6% | -81.9% | -11.3% |
| 3Y | +32.5% | +170.2% | -137.7% | -7.1% |
| 5Y | -38.5% | +44.2% | -82.7% | -54.3% |
| All | +126.6% | +597.2% | -470.6% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling