-34.7%
UPS vs TROW
-39.3%
+4.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | -2.0% | -3.2% | +1.2% | -0.5% |
| 30D | -2.0% | -4.6% | +2.6% | +0.1% |
| 3M | -6.2% | -0.7% | -5.6% | -6.4% |
| 6M | +2.8% | +22.2% | -19.4% | -6.6% |
| YTD | +5.9% | +6.6% | -0.7% | +1.8% |
| 1Y | +26.2% | +5.8% | +20.4% | +21.5% |
| 3Y | -26.0% | +11.6% | -37.6% | -32.1% |
| All | -34.7% | -39.3% | +4.7% | -27.9% |
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