+1,660.3%
PLTR vs TROW
+5.9%
+1,654.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.9% |
| 7D | -4.1% | -3.2% | -0.9% | -1.3% |
| 30D | -2.2% | -4.6% | +2.4% | +2.0% |
| 3M | +27.6% | -0.7% | +28.2% | +28.0% |
| 6M | +10.3% | +22.2% | -11.9% | -8.6% |
| YTD | -5.9% | +6.6% | -12.5% | -12.5% |
| 1Y | +1.7% | +5.8% | -4.1% | -5.2% |
| 3Y | +959.1% | +11.6% | +947.5% | +828.0% |
| 5Y | +536.3% | -38.9% | +575.3% | +690.9% |
| All | +1,660.3% | +5.9% | +1,654.4% | +1,841.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling