+61.8%
PCG vs TROW
-36.6%
+98.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +4.0% | +3.7% |
| 7D | +5.4% | +0.4% | +5.0% | +5.3% |
| 30D | -15.1% | -4.0% | -11.1% | -14.3% |
| 3M | -9.8% | +5.0% | -14.8% | -11.1% |
| 6M | -18.0% | +24.3% | -42.3% | -22.8% |
| YTD | -7.2% | +9.8% | -17.0% | -10.1% |
| 1Y | +2.9% | +6.4% | -3.6% | +0.4% |
| 3Y | -11.1% | +15.8% | -26.9% | -16.8% |
| 5Y | +61.8% | -37.3% | +99.1% | +76.2% |
| All | +61.8% | -36.6% | +98.4% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling