+66.0%
PBF vs RY
+154.9%
-88.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +4.3% | +3.1% | +1.2% | +3.1% |
| 30D | +22.0% | -0.3% | +22.3% | +22.1% |
| 3M | +74.5% | +8.7% | +65.8% | +68.4% |
| 6M | +67.7% | +28.5% | +39.1% | +48.9% |
| YTD | +179.2% | +25.1% | +154.1% | +152.0% |
| 1Y | +170.0% | +46.3% | +123.7% | +120.7% |
| All | +66.0% | +154.9% | -88.8% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling