-14.6%
PCOR vs RY
+154.9%
-169.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.9% |
| 7D | -9.0% | +3.1% | -12.1% | -10.5% |
| 30D | +4.2% | -0.3% | +4.5% | +4.1% |
| 3M | +14.4% | +8.7% | +5.8% | +7.8% |
| 6M | +0.2% | +28.5% | -28.4% | -16.4% |
| YTD | -20.3% | +25.1% | -45.4% | -32.3% |
| 1Y | -16.1% | +46.3% | -62.4% | -37.2% |
| All | -14.6% | +154.9% | -169.5% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling