+13.5%
TROW vs RPRX
+57.8%
-44.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +4.9% | +1.1% |
| 7D | +0.4% | -2.8% | +3.2% | +1.1% |
| 30D | -4.0% | +7.2% | -11.2% | -6.0% |
| 3M | +5.0% | +10.9% | -5.9% | +1.8% |
| 6M | +24.3% | +34.6% | -10.2% | +14.0% |
| YTD | +9.8% | +59.0% | -49.2% | -4.2% |
| 1Y | +6.4% | +72.5% | -66.1% | -9.5% |
| 3Y | +15.8% | +124.1% | -108.3% | -10.0% |
| 5Y | -37.3% | +75.9% | -113.2% | -46.6% |
| All | +13.5% | +57.8% | -44.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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