+124.8%
TROW vs PHM
+568.1%
-443.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.8% |
| 7D | -3.2% | -5.0% | +1.8% | -1.3% |
| 30D | -4.6% | -8.4% | +3.8% | -1.4% |
| 3M | -0.7% | -4.4% | +3.8% | +0.6% |
| 6M | +22.2% | -3.7% | +25.9% | +22.8% |
| YTD | +6.6% | +1.3% | +5.3% | +4.2% |
| 1Y | +5.8% | -14.0% | +19.9% | +10.1% |
| 3Y | +11.6% | +48.1% | -36.5% | -9.7% |
| 5Y | -38.9% | +158.8% | -197.7% | -61.5% |
| All | +124.8% | +568.1% | -443.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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