+124.8%
TROW vs PFGC
+292.9%
-168.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -3.2% | -4.8% | +1.6% | -2.0% |
| 30D | -4.6% | -12.5% | +7.9% | -1.5% |
| 3M | -0.7% | -9.7% | +9.1% | +1.7% |
| 6M | +22.2% | +7.0% | +15.2% | +19.8% |
| YTD | +6.6% | +4.5% | +2.2% | +4.8% |
| 1Y | +5.8% | -11.6% | +17.4% | +8.2% |
| 3Y | +11.6% | +58.5% | -46.9% | -0.7% |
| 5Y | -38.9% | +112.6% | -151.5% | -49.3% |
| All | +124.8% | +292.9% | -168.1% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling