+617.6%
PLTR vs TROW
-37.1%
+654.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.7% |
| 7D | +4.7% | +0.5% | +4.3% | +4.3% |
| 30D | -16.4% | +9.3% | -25.8% | -23.6% |
| 3M | -6.2% | -0.9% | -5.2% | -5.7% |
| 6M | +29.2% | +8.3% | +20.8% | +18.2% |
| YTD | -5.5% | +10.6% | -16.1% | -16.5% |
| 1Y | -2.4% | +10.5% | -13.0% | -14.0% |
| 3Y | +752.3% | +36.5% | +715.8% | +479.7% |
| All | +617.6% | -37.1% | +654.7% | +962.3% |
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