+285.9%
PCAR vs TROW
+120.8%
+165.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -0.6% |
| 7D | +2.1% | -0.5% | +2.5% | +2.3% |
| 30D | -1.2% | +6.7% | -7.9% | -4.2% |
| 3M | -18.6% | -1.7% | -16.9% | -18.1% |
| 6M | -5.1% | +7.8% | -12.9% | -8.8% |
| YTD | -1.8% | +9.9% | -11.7% | -6.9% |
| 1Y | +10.6% | +8.7% | +1.9% | +5.3% |
| 3Y | +34.9% | +35.2% | -0.3% | +14.6% |
| 5Y | +114.0% | -37.5% | +151.4% | +152.9% |
| All | +285.9% | +120.8% | +165.1% | +136.9% |
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