+12.9%
TROW vs PFGC
+59.5%
-46.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.4% |
| 7D | -3.0% | -4.8% | +1.8% | -0.9% |
| 30D | -5.5% | -17.2% | +11.8% | +2.4% |
| 3M | +2.3% | -6.3% | +8.6% | +4.7% |
| 6M | +23.9% | +8.8% | +15.1% | +17.9% |
| YTD | +7.9% | +4.9% | +3.0% | +3.5% |
| 1Y | +6.1% | -9.5% | +15.6% | +9.8% |
| All | +12.9% | +59.5% | -46.6% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling