-76.4%
PCG vs TROW
+130.0%
-206.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.2% | -1.7% | -0.6% | -1.7% |
| 30D | -0.5% | +6.4% | -6.9% | -2.8% |
| 3M | -24.0% | -1.5% | -22.5% | -23.7% |
| 6M | -18.6% | +8.3% | -26.9% | -21.3% |
| YTD | -17.7% | +12.4% | -30.1% | -22.0% |
| 1Y | -20.0% | +12.4% | -32.4% | -24.3% |
| 3Y | -20.2% | +38.3% | -58.6% | -31.9% |
| 5Y | +8.4% | -35.2% | +43.5% | +22.7% |
| 10Y | -76.4% | +128.8% | -205.2% | -81.2% |
| All | -76.4% | +130.0% | -206.4% | -81.2% |
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