+508.9%
XLP vs TROW
+1,196.4%
-687.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 6M | -1.7% | +22.6% | -24.3% | -6.1% |
| YTD | +10.3% | +10.1% | +0.1% | +7.5% |
| 1Y | +7.8% | +3.6% | +4.2% | +6.3% |
| 3Y | +27.2% | +12.4% | +14.8% | +21.6% |
| 5Y | +32.5% | -37.5% | +70.0% | +40.3% |
| 10Y | +101.8% | +130.0% | -28.2% | +60.2% |
| All | +508.9% | +1,196.4% | -687.5% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling