-38.2%
TROW vs Z
-66.6%
+28.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.6% |
| 7D | -3.0% | -11.6% | +8.6% | +0.2% |
| 30D | -5.5% | -8.5% | +3.0% | -3.5% |
| 3M | +2.3% | -7.9% | +10.2% | +3.7% |
| 6M | +23.9% | -29.1% | +53.0% | +34.1% |
| YTD | +7.9% | -54.2% | +62.1% | +31.0% |
| 1Y | +6.1% | -63.5% | +69.7% | +36.5% |
| 3Y | +13.8% | -38.6% | +52.4% | +20.1% |
| 5Y | -38.2% | -66.0% | +27.8% | -38.2% |
| All | -38.2% | -66.6% | +28.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling