+11.6%
TROW vs PSLV
+165.9%
-154.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -3.2% | -3.5% | +0.3% | -2.9% |
| 30D | -4.6% | -2.1% | -2.5% | -4.5% |
| 3M | -0.7% | -1.6% | +1.0% | -0.7% |
| 6M | +22.2% | -25.5% | +47.7% | +24.6% |
| YTD | +6.6% | -11.4% | +18.0% | +3.6% |
| 1Y | +5.8% | +48.6% | -42.8% | -6.2% |
| 3Y | +11.6% | +166.9% | -155.3% | -14.6% |
| All | +11.6% | +165.9% | -154.3% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling