+124.8%
TROW vs PPG
+26.9%
+97.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -3.2% | -6.2% | +3.1% | +0.4% |
| 30D | -4.6% | -7.9% | +3.3% | -0.1% |
| 3M | -0.7% | -10.2% | +9.6% | +5.1% |
| 6M | +22.2% | +2.7% | +19.5% | +18.3% |
| YTD | +6.6% | +4.9% | +1.7% | +0.8% |
| 1Y | +5.8% | -3.2% | +9.0% | +4.8% |
| 3Y | +11.6% | -17.0% | +28.6% | +19.6% |
| 5Y | -38.9% | -23.3% | -15.6% | -32.6% |
| All | +124.8% | +26.9% | +97.9% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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