+774.7%
PLTR vs TROW
+39.5%
+735.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.3% |
| 7D | +0.4% | -1.7% | +2.1% | +2.0% |
| 30D | -17.5% | +6.4% | -24.0% | -21.6% |
| 3M | -1.5% | -1.5% | 0.0% | -0.3% |
| 6M | +25.9% | +8.3% | +17.7% | +17.6% |
| YTD | -3.0% | +12.4% | -15.4% | -13.1% |
| 1Y | -9.7% | +12.4% | -22.1% | -19.3% |
| All | +774.7% | +39.5% | +735.2% | +522.4% |
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