-44.6%
PNR vs TROW
+0.2%
-44.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | -12.8% | -4.5% | -8.2% | -11.2% |
| 3M | -17.0% | +3.9% | -20.9% | -19.3% |
| 6M | -37.4% | +22.6% | -60.0% | -44.0% |
| YTD | -41.6% | +10.1% | -51.7% | -44.8% |
| 1Y | -44.6% | +3.6% | -48.2% | -47.7% |
| All | -44.6% | +0.2% | -44.8% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling