+71.7%
PBR vs RY
+159.5%
-87.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.1% |
| 7D | -16.0% | -0.9% | -15.1% | -15.8% |
| 30D | -22.8% | +5.9% | -28.6% | -24.2% |
| 3M | +3.0% | -4.3% | +7.3% | +4.3% |
| 6M | -8.1% | +12.1% | -20.2% | -13.2% |
| YTD | +63.1% | +20.3% | +42.9% | +49.0% |
| 1Y | +59.3% | +41.0% | +18.2% | +33.4% |
| All | +71.7% | +159.5% | -87.8% | +0.2% |
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