-14.2%
XYL vs TROW
-39.3%
+25.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | +1.2% | -3.2% | +4.4% | +2.8% |
| 30D | -11.9% | -4.6% | -7.3% | -9.9% |
| 3M | -1.5% | -0.7% | -0.9% | -1.6% |
| 6M | -11.9% | +22.2% | -34.1% | -20.7% |
| YTD | -20.6% | +6.6% | -27.2% | -23.7% |
| 1Y | -23.5% | +5.8% | -29.3% | -26.5% |
| 3Y | +14.9% | +11.6% | +3.2% | +4.7% |
| All | -14.2% | -39.3% | +25.1% | +3.8% |
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