+973.7%
PLTR vs TROW
+12.9%
+960.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | +0.9% |
| 7D | 0.0% | -1.5% | +1.5% | +1.4% |
| 30D | -3.3% | -5.3% | +2.0% | +1.4% |
| 3M | +28.4% | +2.9% | +25.4% | +24.8% |
| 6M | +8.4% | +22.2% | -13.8% | -9.9% |
| YTD | -4.6% | +8.1% | -12.7% | -12.2% |
| 1Y | +4.4% | +5.8% | -1.4% | -2.4% |
| All | +973.7% | +12.9% | +960.8% | +838.4% |
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 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