+34.1%
XLP vs TROW
-37.5%
+71.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | -0.9% | -4.5% | +3.6% | -0.1% |
| 3M | +3.8% | +3.9% | -0.1% | +3.0% |
| 6M | -1.7% | +22.6% | -24.3% | -5.3% |
| YTD | +10.3% | +10.1% | +0.1% | +8.0% |
| 1Y | +7.8% | +3.6% | +4.2% | +6.7% |
| 3Y | +27.2% | +12.4% | +14.8% | +22.1% |
| All | +34.1% | -37.5% | +71.5% | +37.6% |
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