+14,057.2%
TROW vs PHM
+10,944.2%
+3,113.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -1.5% | -3.9% | +2.4% | -0.1% |
| 30D | -5.3% | -8.6% | +3.3% | -2.3% |
| 3M | +2.9% | -2.9% | +5.9% | +3.5% |
| 6M | +22.2% | -5.7% | +27.9% | +23.7% |
| YTD | +8.1% | +1.9% | +6.2% | +5.8% |
| 1Y | +5.8% | -12.3% | +18.1% | +9.0% |
| 3Y | +14.0% | +50.8% | -36.7% | -5.7% |
| 5Y | -38.3% | +157.3% | -195.6% | -58.4% |
| 10Y | +131.7% | +566.5% | -434.9% | +2.3% |
| All | +14,057.2% | +10,944.2% | +3,113.0% | +2,233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling