-16.0%
PCG vs RY
+46.4%
-62.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.5% |
| 7D | +1.9% | +2.5% | -0.6% | +1.6% |
| 30D | +8.5% | +8.4% | +0.1% | +7.5% |
| 3M | -22.9% | +1.2% | -24.1% | -23.0% |
| 6M | -16.8% | +19.4% | -36.1% | -18.2% |
| YTD | -15.8% | +25.4% | -41.2% | -18.8% |
| 1Y | -16.0% | +46.7% | -62.7% | -17.9% |
| All | -16.0% | +46.4% | -62.4% | -17.9% |
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