+1,449.3%
TROW vs PFG
+1,015.3%
+434.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.2% |
| 7D | -1.3% | +5.5% | -6.8% | -4.3% |
| 30D | -4.5% | +2.4% | -6.9% | -5.9% |
| 3M | +3.9% | +13.6% | -9.7% | -3.4% |
| 6M | +22.6% | +27.9% | -5.3% | +6.9% |
| YTD | +10.1% | +35.6% | -25.4% | -7.0% |
| 1Y | +3.6% | +48.5% | -44.9% | -16.9% |
| 3Y | +12.4% | +66.9% | -54.5% | -15.5% |
| 5Y | -37.5% | +111.0% | -148.4% | -58.8% |
| 10Y | +130.0% | +244.5% | -114.5% | +9.5% |
| All | +1,449.3% | +1,015.3% | +434.1% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling