+18.9%
UL vs TROW
-39.3%
+58.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -3.4% | -3.2% | -0.2% | -2.9% |
| 30D | +0.5% | -4.6% | +5.1% | +1.2% |
| 3M | +7.2% | -0.7% | +7.9% | +7.4% |
| 6M | -3.1% | +22.2% | -25.3% | -5.7% |
| YTD | -2.7% | +6.6% | -9.3% | -3.7% |
| 1Y | -10.2% | +5.8% | -16.1% | -11.1% |
| 3Y | +20.3% | +11.6% | +8.6% | +16.5% |
| All | +18.9% | -39.3% | +58.2% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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