-1.4%
PPL vs TROW
+9.6%
-11.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.4% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | +1.7% | +6.7% | -5.1% | +1.4% |
| 3M | +0.1% | -1.7% | +1.8% | +0.1% |
| 6M | -1.5% | +7.8% | -9.4% | -1.5% |
| YTD | +3.0% | +9.9% | -7.0% | +2.8% |
| 1Y | -1.4% | +8.7% | -10.2% | -1.5% |
| All | -1.4% | +9.6% | -11.1% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling