+54.6%
PPL vs TROW
+132.8%
-78.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.8% | -3.0% | +1.3% | -0.9% |
| 30D | -2.2% | -5.5% | +3.2% | -0.7% |
| 3M | -3.1% | +2.3% | -5.3% | -3.9% |
| 6M | -8.1% | +23.9% | -32.0% | -13.9% |
| YTD | 0.0% | +7.9% | -7.9% | -2.8% |
| 1Y | -1.3% | +6.1% | -7.4% | -3.9% |
| 3Y | +52.7% | +13.8% | +38.8% | +42.4% |
| 5Y | +37.4% | -38.2% | +75.6% | +52.6% |
| All | +54.6% | +132.8% | -78.1% | +36.8% |
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