-62.3%
XYZ vs TROW
-36.2%
-26.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | +12.6% | +4.4% | +8.2% | +7.9% |
| 30D | +10.8% | +5.5% | +5.3% | +4.8% |
| 3M | +8.4% | -1.3% | +9.7% | +10.3% |
| 6M | +14.3% | +7.9% | +6.5% | +4.2% |
| YTD | +31.5% | +12.6% | +18.8% | +13.3% |
| 1Y | +28.1% | +13.3% | +14.8% | +9.1% |
| 3Y | +66.2% | +38.6% | +27.6% | +5.4% |
| 5Y | -62.3% | -34.7% | -27.6% | -37.4% |
| All | -62.3% | -36.2% | -26.1% | -37.4% |
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