+255.2%
PBF vs RY
+355.6%
-100.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.1% |
| 7D | -4.0% | -3.0% | -1.0% | +0.1% |
| 30D | -18.0% | +6.3% | -24.2% | -24.5% |
| 3M | +0.9% | -2.6% | +3.5% | +3.2% |
| 6M | +65.7% | +13.9% | +51.8% | +35.5% |
| YTD | +161.9% | +21.7% | +140.2% | +90.3% |
| 1Y | +77.8% | +40.4% | +37.4% | +4.9% |
| 3Y | +74.9% | +161.3% | -86.5% | -61.3% |
| 5Y | +423.4% | +126.5% | +296.9% | +39.0% |
| 10Y | +255.2% | +354.3% | -99.2% | -60.9% |
| All | +255.2% | +355.6% | -100.5% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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