+91.4%
PCG vs TROW
+14,513.4%
-14,422.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +0.8% | +9.3% | -8.6% | -0.9% |
| 3M | -23.8% | -0.9% | -22.9% | -23.7% |
| 6M | -19.6% | +8.3% | -28.0% | -20.9% |
| YTD | -16.7% | +10.6% | -27.4% | -18.7% |
| 1Y | -19.4% | +10.5% | -29.9% | -21.3% |
| 3Y | -18.3% | +36.5% | -54.8% | -23.8% |
| 5Y | +10.4% | -37.1% | +47.5% | +16.2% |
| 10Y | -76.1% | +125.2% | -201.3% | -79.7% |
| All | +91.4% | +14,513.4% | -14,422.0% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling