+13.2%
PCAR vs RY
+38.8%
-25.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +4.9% | +0.6% | +4.4% | +4.5% |
| 30D | -1.4% | +5.0% | -6.5% | -4.7% |
| 3M | -18.1% | -5.3% | -12.8% | -14.9% |
| 6M | -4.0% | +13.8% | -17.8% | -13.3% |
| YTD | -1.5% | +21.0% | -22.4% | -16.1% |
| 1Y | +13.2% | +40.5% | -27.3% | -20.5% |
| All | +13.2% | +38.8% | -25.6% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling