-34.1%
PCOR vs TROW
-26.0%
-8.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | +14.4% | +3.9% | +10.6% | +10.3% |
| 6M | +0.2% | +22.6% | -22.4% | -15.8% |
| YTD | -20.3% | +10.1% | -30.4% | -27.2% |
| 1Y | -16.1% | +3.6% | -19.7% | -19.6% |
| 3Y | -14.7% | +12.4% | -27.1% | -24.5% |
| 5Y | -43.2% | -37.5% | -5.7% | -23.8% |
| All | -34.1% | -26.0% | -8.1% | -13.7% |
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 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