-75.9%
PCG vs TROW
+132.8%
-208.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +0.5% | -3.0% | +3.5% | +1.6% |
| 30D | -18.9% | -5.5% | -13.5% | -17.3% |
| 3M | -15.8% | +2.3% | -18.1% | -16.8% |
| 6M | -22.6% | +23.9% | -46.5% | -28.6% |
| YTD | -12.2% | +7.9% | -20.1% | -15.4% |
| 1Y | -7.1% | +6.1% | -13.2% | -10.1% |
| 3Y | -15.8% | +13.8% | -29.7% | -22.4% |
| 5Y | +53.3% | -38.2% | +91.5% | +75.5% |
| All | -75.9% | +132.8% | -208.7% | -79.0% |
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