+56.8%
PPL vs TROW
+15.1%
+41.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.7% | -1.3% | +4.0% | +2.8% |
| 30D | +0.5% | -4.5% | +5.0% | +1.0% |
| 3M | +0.7% | +3.9% | -3.2% | +0.1% |
| 6M | -7.6% | +22.6% | -30.2% | -10.2% |
| YTD | +1.8% | +10.1% | -8.3% | +0.3% |
| 1Y | -0.8% | +3.6% | -4.3% | -1.4% |
| All | +56.8% | +15.1% | +41.8% | +45.3% |
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 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