-76.0%
PCG vs RY
+373.9%
-449.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.9% |
| 7D | -13.9% | +3.1% | -17.0% | -15.6% |
| 30D | -16.9% | -0.3% | -16.5% | -16.8% |
| 3M | -14.7% | +8.7% | -23.4% | -19.7% |
| 6M | -23.8% | +28.5% | -52.4% | -36.1% |
| YTD | -10.5% | +25.1% | -35.6% | -23.8% |
| 1Y | -5.1% | +46.3% | -51.4% | -27.7% |
| 3Y | -11.6% | +154.9% | -166.5% | -55.3% |
| 5Y | +59.0% | +140.3% | -81.3% | -17.2% |
| All | -76.0% | +373.9% | -449.9% | -91.9% |
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 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