Maybe not exactly what you were looking for, but Julius Caesar was supposedly upset that he hadn't accomplished as much as Alexander the Great at his age. From Suetonius:

...and noticing a statue of Alexander the Great in the temple of Hercules, he heaved a sigh, and as if out of patience with his own incapacity in having as yet done nothing noteworthy at a time of life when Alexander had already brought the world to his feet, he straightway asked for his discharge, to grasp the first opportunity for greater enterprises at Rome