+139.5%
XLP vs TROW
+122.3%
+17.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.2% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | +7.3% | +9.3% | -2.0% | +4.8% |
| 3M | +8.1% | -0.9% | +9.0% | +8.2% |
| 6M | +10.5% | +8.3% | +2.1% | +7.8% |
| YTD | +21.2% | +10.6% | +10.5% | +17.1% |
| 1Y | +22.7% | +10.5% | +12.2% | +18.5% |
| 3Y | +44.8% | +36.5% | +8.3% | +28.9% |
| 5Y | +44.7% | -37.1% | +81.8% | +59.7% |
| All | +139.5% | +122.3% | +17.2% | +84.7% |
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