-14.2%
PCOR vs TROW
+15.1%
-29.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.5% |
| 7D | -9.0% | -1.3% | -7.6% | -8.0% |
| 30D | +4.2% | -4.5% | +8.7% | +7.8% |
| 3M | +14.4% | +3.9% | +10.6% | +10.3% |
| 6M | +0.2% | +22.6% | -22.4% | -15.4% |
| YTD | -20.3% | +10.1% | -30.4% | -27.0% |
| 1Y | -16.1% | +3.6% | -19.7% | -19.5% |
| All | -14.2% | +15.1% | -29.2% | -18.6% |
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