+9,867.8%
PCAR vs RY
+11,266.1%
-1,398.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | +0.3% |
| 7D | +2.2% | -1.1% | +3.3% | +2.9% |
| 30D | -4.4% | +4.4% | -8.8% | -7.1% |
| 3M | -21.4% | -2.9% | -18.5% | -20.0% |
| 6M | -7.3% | +15.6% | -22.9% | -15.7% |
| YTD | -3.8% | +21.8% | -25.6% | -15.5% |
| 1Y | +6.3% | +42.6% | -36.3% | -15.6% |
| 3Y | +34.4% | +160.9% | -126.5% | -28.4% |
| 5Y | +109.2% | +126.1% | -16.9% | +21.2% |
| 10Y | +312.9% | +371.7% | -58.8% | +47.0% |
| All | +9,867.8% | +11,266.1% | -1,398.3% | +833.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling