+287.1%
PCAR vs RY
+351.1%
-64.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +4.9% | +0.6% | +4.4% | +4.6% |
| 30D | -1.4% | +5.0% | -6.5% | -4.6% |
| 3M | -18.1% | -5.3% | -12.8% | -15.1% |
| 6M | -4.0% | +13.8% | -17.8% | -12.3% |
| YTD | -1.5% | +21.0% | -22.4% | -13.7% |
| 1Y | +13.2% | +40.5% | -27.3% | -10.5% |
| 3Y | +35.8% | +159.7% | -123.9% | -30.5% |
| 5Y | +114.6% | +124.3% | -9.7% | +20.5% |
| All | +287.1% | +351.1% | -64.0% | +45.3% |
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