+14.1%
PCG vs RY
+122.0%
-107.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.2% |
| 30D | +1.4% | +5.9% | -4.5% | -1.4% |
| 3M | -23.4% | -4.3% | -19.1% | -21.8% |
| 6M | -19.4% | +12.1% | -31.5% | -24.4% |
| YTD | -18.5% | +20.3% | -38.8% | -26.7% |
| 1Y | -19.5% | +41.0% | -60.5% | -33.9% |
| 3Y | -21.0% | +157.5% | -178.5% | -54.8% |
| All | +14.1% | +122.0% | -107.9% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling