-19.4%
PCG vs RY
+38.8%
-58.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +0.8% | +5.0% | -4.3% | +0.4% |
| 3M | -23.8% | -5.3% | -18.5% | -23.4% |
| 6M | -19.6% | +13.8% | -33.4% | -20.5% |
| YTD | -16.7% | +21.0% | -37.7% | -19.2% |
| 1Y | -19.4% | +40.5% | -59.9% | -18.6% |
| All | -19.4% | +38.8% | -58.2% | -18.6% |
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 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