+48.6%
PCOR vs TROW
+37.3%
+11.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | +3.0% | +0.5% | +2.6% | +2.6% |
| 30D | +38.7% | +9.3% | +29.3% | +29.8% |
| 3M | +24.9% | -0.9% | +25.8% | +26.0% |
| 6M | +68.8% | +8.3% | +60.4% | +57.0% |
| YTD | +6.7% | +10.6% | -3.9% | -3.1% |
| 1Y | +3.0% | +10.5% | -7.5% | -6.6% |
| 3Y | +48.6% | +36.5% | +12.1% | +4.7% |
| All | +48.6% | +37.3% | +11.3% | +4.7% |
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