-20.1%
PCOR vs TROW
-38.9%
+18.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | +22.7% | +4.3% | +18.4% | +19.2% |
| 30D | +37.5% | +4.2% | +33.3% | +33.5% |
| 3M | +35.2% | -3.4% | +38.6% | +39.4% |
| 6M | +42.2% | +4.7% | +37.6% | +36.3% |
| YTD | +3.6% | +10.1% | -6.5% | -5.4% |
| 1Y | -4.8% | +11.7% | -16.5% | -14.2% |
| 3Y | +48.3% | +32.5% | +15.8% | +14.6% |
| All | -20.1% | -38.9% | +18.8% | +33.2% |
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