+250.9%
PBF vs RY
+351.1%
-100.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.7% |
| 7D | +6.5% | +0.6% | +5.9% | +5.8% |
| 30D | -20.0% | +5.0% | -25.0% | -25.3% |
| 3M | -3.3% | -5.3% | +2.0% | +2.5% |
| 6M | +76.8% | +13.8% | +63.0% | +44.6% |
| YTD | +168.9% | +21.0% | +148.0% | +97.0% |
| 1Y | +96.4% | +40.5% | +55.9% | +15.7% |
| 3Y | +77.2% | +159.7% | -82.4% | -60.5% |
| 5Y | +417.7% | +124.3% | +293.4% | +39.5% |
| All | +250.9% | +351.1% | -100.2% | -60.5% |
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