+21.1%
PL vs TROW
-38.9%
+60.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.3% | +10.7% | +10.6% |
| 7D | -6.8% | +4.3% | -11.2% | -10.6% |
| 30D | -29.3% | +4.2% | -33.5% | -31.9% |
| 3M | -44.8% | -3.4% | -41.4% | -43.5% |
| 6M | -68.4% | +4.7% | -73.0% | -69.9% |
| YTD | -36.4% | +10.1% | -46.5% | -42.4% |
| 1Y | +0.7% | +11.7% | -11.0% | -9.9% |
| 3Y | +455.3% | +32.5% | +422.8% | +351.7% |
| All | +21.1% | -38.9% | +60.0% | +65.4% |
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