+231.6%
TROW vs PSLV
+109.5%
+122.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -3.2% | -3.5% | +0.3% | -2.8% |
| 30D | -4.6% | -2.1% | -2.5% | -4.4% |
| 3M | -0.7% | -1.6% | +1.0% | -0.7% |
| 6M | +22.2% | -25.5% | +47.7% | +25.3% |
| YTD | +6.6% | -11.4% | +18.0% | +5.5% |
| 1Y | +5.8% | +48.6% | -42.8% | -2.0% |
| 3Y | +11.6% | +166.9% | -155.3% | -4.4% |
| 5Y | -38.9% | +152.4% | -191.3% | -47.8% |
| 10Y | +128.5% | +187.8% | -59.2% | +89.9% |
| All | +231.6% | +109.5% | +122.1% | +155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling