-14.8%
PNR vs TROW
+11.3%
-26.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | -6.0% | -3.2% | -2.8% | -4.2% |
| 30D | -14.0% | -4.6% | -9.4% | -11.6% |
| 3M | -21.7% | -0.7% | -21.0% | -22.2% |
| 6M | -37.3% | +22.2% | -59.5% | -45.4% |
| YTD | -45.1% | +6.6% | -51.8% | -48.0% |
| 1Y | -49.1% | +5.8% | -55.0% | -51.8% |
| 3Y | -14.8% | +11.6% | -26.4% | -25.7% |
| All | -14.8% | +11.3% | -26.2% | -25.7% |
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