+364.4%
PCAR vs RY
+373.9%
-9.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -0.5% | +3.1% | -3.6% | -2.6% |
| 30D | -6.2% | -0.3% | -5.9% | -6.1% |
| 3M | +5.9% | +8.7% | -2.8% | -0.1% |
| 6M | +0.4% | +28.5% | -28.1% | -15.5% |
| YTD | +14.8% | +25.1% | -10.3% | -1.8% |
| 1Y | +30.1% | +46.3% | -16.2% | 0.0% |
| 3Y | +66.7% | +154.9% | -88.3% | -13.8% |
| 5Y | +166.1% | +140.3% | +25.8% | +42.2% |
| All | +364.4% | +373.9% | -9.5% | +55.2% |
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 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