+2,090.1%
PPL vs TROW
+14,446.5%
-12,356.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.7% | -1.3% | +4.0% | +2.9% |
| 30D | +0.5% | -4.5% | +5.0% | +1.2% |
| 3M | +0.7% | +3.9% | -3.2% | -0.1% |
| 6M | -7.6% | +22.6% | -30.2% | -11.0% |
| YTD | +1.8% | +10.1% | -8.3% | -0.2% |
| 1Y | -0.8% | +3.6% | -4.3% | -1.9% |
| 3Y | +56.9% | +12.4% | +44.5% | +51.3% |
| 5Y | +39.5% | -37.5% | +77.0% | +46.1% |
| 10Y | +55.4% | +130.0% | -74.6% | +30.9% |
| All | +2,090.1% | +14,446.5% | -12,356.4% | +1,172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling