-1.6%
PCG vs RY
+11,266.1%
-11,267.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.3% |
| 7D | 0.0% | -1.1% | +1.1% | +0.3% |
| 30D | +5.8% | +4.4% | +1.4% | +4.3% |
| 3M | -22.8% | -2.9% | -19.8% | -22.1% |
| 6M | -18.4% | +15.6% | -34.0% | -22.4% |
| YTD | -16.9% | +21.8% | -38.7% | -22.4% |
| 1Y | -17.6% | +42.6% | -60.2% | -27.0% |
| 3Y | -20.0% | +160.9% | -180.9% | -41.9% |
| 5Y | +16.0% | +126.1% | -110.1% | -12.0% |
| 10Y | -76.7% | +371.7% | -448.4% | -85.5% |
| All | -1.6% | +11,266.1% | -11,267.7% | -61.3% |
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 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