+523.4%
PBR vs RY
+354.4%
+169.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -2.0% |
| 7D | -13.3% | -0.6% | -12.7% | -13.0% |
| 30D | -27.7% | +6.1% | -33.9% | -32.7% |
| 3M | +2.7% | -3.4% | +6.0% | +4.8% |
| 6M | -6.7% | +12.8% | -19.5% | -20.5% |
| YTD | +60.9% | +21.0% | +39.9% | +25.2% |
| 1Y | +46.6% | +40.5% | +6.1% | -4.4% |
| 3Y | +69.1% | +159.9% | -90.8% | -49.9% |
| 5Y | +469.6% | +125.0% | +344.6% | +92.7% |
| 10Y | +523.4% | +350.6% | +172.8% | +24.0% |
| All | +523.4% | +354.4% | +169.0% | +24.0% |
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