+621.5%
PBR vs RY
+371.6%
+249.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.4% |
| 7D | +2.5% | +2.7% | -0.3% | -0.6% |
| 30D | +19.4% | -1.0% | +20.4% | +20.1% |
| 3M | +20.8% | +7.6% | +13.1% | +9.9% |
| 6M | +23.5% | +29.5% | -6.0% | -9.8% |
| YTD | +83.4% | +24.2% | +59.2% | +40.1% |
| 1Y | +77.6% | +46.4% | +31.2% | +11.3% |
| 3Y | +99.9% | +159.4% | -59.6% | -40.7% |
| 5Y | +567.7% | +141.8% | +425.9% | +105.0% |
| 10Y | +621.5% | +373.9% | +247.6% | -6.8% |
| All | +621.5% | +371.6% | +249.9% | -6.8% |
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