+3,435.9%
PNR vs TROW
+14,151.0%
-10,715.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.5% | -3.0% | -2.5% | -4.5% |
| 30D | -15.6% | -5.5% | -10.1% | -13.9% |
| 3M | -20.2% | +2.3% | -22.5% | -21.1% |
| 6M | -36.6% | +23.9% | -60.5% | -41.3% |
| YTD | -45.0% | +7.9% | -52.9% | -46.6% |
| 1Y | -47.4% | +6.1% | -53.6% | -48.8% |
| 3Y | -13.7% | +13.8% | -27.5% | -18.0% |
| 5Y | -20.8% | -38.2% | +17.4% | -9.1% |
| 10Y | +65.2% | +131.3% | -66.1% | +25.9% |
| All | +3,435.9% | +14,151.0% | -10,715.1% | +1,265.8% |
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