+102.9%
XLP vs TROW
+129.7%
-26.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -1.3% | -4.0% | +2.7% | -0.3% |
| 3M | +1.8% | +5.0% | -3.2% | +0.3% |
| 6M | -0.8% | +24.3% | -25.1% | -6.6% |
| YTD | +9.5% | +9.8% | -0.2% | +6.2% |
| 1Y | +7.2% | +6.4% | +0.7% | +4.6% |
| 3Y | +27.1% | +15.8% | +11.3% | +18.9% |
| 5Y | +32.0% | -37.3% | +69.3% | +45.2% |
| 10Y | +102.9% | +130.6% | -27.7% | +62.0% |
| All | +102.9% | +129.7% | -26.8% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling