-14.6%
PCG vs TROW
+12.9%
-27.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -3.9% |
| 7D | +6.5% | -1.5% | +8.0% | +6.8% |
| 30D | -16.7% | -5.3% | -11.4% | -15.8% |
| 3M | -14.2% | +2.9% | -17.1% | -14.9% |
| 6M | -21.5% | +22.2% | -43.7% | -25.2% |
| YTD | -11.2% | +8.1% | -19.3% | -13.2% |
| 1Y | -4.2% | +5.8% | -10.0% | -6.0% |
| All | -14.6% | +12.9% | -27.4% | -22.3% |
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