+287.1%
PCAR vs TROW
+122.3%
+164.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | 0.0% |
| 7D | +4.9% | +0.5% | +4.5% | +4.7% |
| 30D | -1.4% | +9.3% | -10.8% | -5.4% |
| 3M | -18.1% | -0.9% | -17.2% | -17.9% |
| 6M | -4.0% | +8.3% | -12.4% | -7.9% |
| YTD | -1.5% | +10.6% | -12.1% | -6.9% |
| 1Y | +13.2% | +10.5% | +2.6% | +6.9% |
| 3Y | +35.8% | +36.5% | -0.7% | +14.9% |
| 5Y | +114.6% | -37.1% | +151.7% | +153.0% |
| All | +287.1% | +122.3% | +164.8% | +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