-62.8%
W vs TROW
-38.9%
-24.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.4% |
| 7D | +0.5% | -3.0% | +3.5% | +5.0% |
| 30D | -5.6% | -5.5% | -0.1% | +2.6% |
| 3M | +41.9% | +2.3% | +39.6% | +37.8% |
| 6M | +30.2% | +23.9% | +6.3% | -5.5% |
| YTD | -2.9% | +7.9% | -10.8% | -13.9% |
| 1Y | +11.6% | +6.1% | +5.4% | +0.6% |
| 3Y | +37.0% | +13.8% | +23.1% | +14.5% |
| 5Y | -62.8% | -38.2% | -24.6% | -30.4% |
| All | -62.8% | -38.9% | -24.0% | -30.4% |
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