-36.2%
PCOR vs TROW
-26.3%
-9.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -2.9% |
| 7D | -6.9% | +0.4% | -7.3% | -7.2% |
| 30D | -1.5% | -4.0% | +2.5% | +1.8% |
| 3M | +18.5% | +5.0% | +13.5% | +13.2% |
| 6M | -4.7% | +24.3% | -29.0% | -20.8% |
| YTD | -22.8% | +9.8% | -32.5% | -29.3% |
| 1Y | -20.7% | +6.4% | -27.2% | -25.6% |
| 3Y | -14.6% | +15.8% | -30.4% | -26.2% |
| 5Y | -40.7% | -37.3% | -3.5% | -20.4% |
| All | -36.2% | -26.3% | -9.9% | -16.2% |
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