+295.0%
PCAR vs RY
+355.6%
-60.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +2.0% |
| 7D | +2.2% | -3.0% | +5.2% | +4.3% |
| 30D | +0.3% | +6.3% | -5.9% | -3.7% |
| 3M | -17.9% | -2.6% | -15.3% | -16.6% |
| 6M | -3.4% | +13.9% | -17.3% | -11.8% |
| YTD | -0.1% | +21.7% | -21.8% | -12.9% |
| 1Y | +13.4% | +40.4% | -27.0% | -10.3% |
| 3Y | +37.2% | +161.3% | -124.1% | -30.1% |
| 5Y | +117.3% | +126.5% | -9.1% | +21.2% |
| 10Y | +295.0% | +354.3% | -59.4% | +47.4% |
| All | +295.0% | +355.6% | -60.7% | +47.4% |
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