+516.5%
PL vs TROW
+37.3%
+479.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.3% |
| 7D | +10.0% | +0.5% | +9.6% | +9.8% |
| 30D | -2.3% | +9.3% | -11.6% | -11.4% |
| 3M | -44.2% | -0.9% | -43.3% | -43.9% |
| 6M | -66.1% | +8.3% | -74.4% | -69.6% |
| YTD | -30.0% | +10.6% | -40.6% | -39.1% |
| 1Y | +21.0% | +10.5% | +10.5% | +5.4% |
| 3Y | +516.5% | +36.5% | +480.0% | +306.2% |
| All | +516.5% | +37.3% | +479.2% | +306.2% |
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 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