-38.2%
TROW vs PFG
+108.9%
-147.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -3.0% | -3.0% | 0.0% | -1.0% |
| 30D | -5.5% | +2.5% | -7.9% | -7.3% |
| 3M | +2.3% | +6.1% | -3.8% | -2.3% |
| 6M | +23.9% | +31.3% | -7.4% | +1.8% |
| YTD | +7.9% | +33.6% | -25.7% | -12.6% |
| 1Y | +6.1% | +48.5% | -42.4% | -20.5% |
| 3Y | +13.8% | +69.6% | -55.8% | -23.4% |
| 5Y | -38.2% | +111.5% | -149.7% | -65.3% |
| All | -38.2% | +108.9% | -147.1% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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