+127.5%
TROW vs PTC
+200.2%
-72.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -3.0% | -14.2% | +11.2% | +2.9% |
| 30D | -5.5% | -14.4% | +9.0% | +0.2% |
| 3M | +2.3% | -4.7% | +7.0% | +2.6% |
| 6M | +23.9% | -19.3% | +43.2% | +32.4% |
| YTD | +7.9% | -26.1% | +34.0% | +19.3% |
| 1Y | +6.1% | -37.1% | +43.2% | +25.3% |
| 3Y | +13.8% | -10.4% | +24.2% | +13.1% |
| 5Y | -38.2% | +2.5% | -40.7% | -42.6% |
| All | +127.5% | +200.2% | -72.7% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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