+39.3%
XLC vs TROW
-38.9%
+78.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.7% | -3.0% | +1.3% | -0.3% |
| 30D | +0.2% | -5.5% | +5.7% | +2.8% |
| 3M | +0.7% | +2.3% | -1.6% | -0.8% |
| 6M | -4.5% | +23.9% | -28.4% | -14.1% |
| YTD | -4.7% | +7.9% | -12.6% | -9.1% |
| 1Y | -1.5% | +6.1% | -7.6% | -5.5% |
| 3Y | +72.2% | +13.8% | +58.4% | +55.1% |
| 5Y | +39.3% | -38.2% | +77.5% | +59.6% |
| All | +39.3% | -38.9% | +78.2% | +59.6% |
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