+44.8%
XLP vs TROW
+37.3%
+7.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.3% |
| 7D | +2.5% | +0.5% | +2.0% | +2.5% |
| 30D | +7.3% | +9.3% | -2.0% | +6.1% |
| 3M | +8.1% | -0.9% | +9.0% | +8.2% |
| 6M | +10.5% | +8.3% | +2.1% | +9.2% |
| YTD | +21.2% | +10.6% | +10.5% | +19.2% |
| 1Y | +22.7% | +10.5% | +12.2% | +20.6% |
| 3Y | +44.8% | +36.5% | +8.3% | +33.1% |
| All | +44.8% | +37.3% | +7.5% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling