+34.0%
PCAR vs TROW
+37.2%
-3.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +3.8% | +4.4% | -0.6% | +1.7% |
| 30D | -2.0% | +5.5% | -7.4% | -4.5% |
| 3M | -19.1% | -1.3% | -17.8% | -18.7% |
| 6M | -6.8% | +7.9% | -14.7% | -10.8% |
| YTD | -2.5% | +12.6% | -15.1% | -9.2% |
| 1Y | +9.7% | +13.3% | -3.7% | +1.7% |
| 3Y | +34.0% | +38.6% | -4.6% | +13.5% |
| All | +34.0% | +37.2% | -3.2% | +13.5% |
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 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