-13.3%
PCOR vs RY
+138.1%
-151.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.7% |
| 7D | +20.7% | -0.6% | +21.3% | +21.6% |
| 30D | +35.7% | +6.1% | +29.5% | +30.0% |
| 3M | +31.1% | -3.4% | +34.4% | +34.2% |
| 6M | +43.1% | +12.8% | +30.3% | +28.4% |
| YTD | +4.8% | +21.0% | -16.2% | -12.1% |
| 1Y | -3.7% | +40.5% | -44.1% | -29.4% |
| 3Y | +46.5% | +159.9% | -113.3% | -37.4% |
| 5Y | -17.3% | +125.0% | -142.2% | -60.7% |
| All | -13.3% | +138.1% | -151.5% | -59.9% |
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