+7.2%
XLP vs TROW
+6.5%
+0.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.1% |
| 3M | +1.8% | +5.0% | -3.2% | +1.9% |
| 6M | -0.8% | +24.3% | -25.1% | -1.4% |
| YTD | +9.5% | +9.8% | -0.2% | +8.9% |
| 1Y | +7.2% | +6.4% | +0.7% | +6.2% |
| All | +7.2% | +6.5% | +0.7% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling