-4.4%
PEG vs RY
+45.9%
-50.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +1.0% | +2.7% | -1.7% | +0.6% |
| 30D | -1.9% | -1.0% | -0.9% | -1.7% |
| 3M | -3.7% | +7.6% | -11.3% | -5.2% |
| 6M | -9.4% | +29.5% | -38.9% | -13.7% |
| YTD | -6.0% | +24.2% | -30.2% | -10.1% |
| 1Y | -4.4% | +46.4% | -50.8% | -13.8% |
| All | -4.4% | +45.9% | -50.3% | -13.8% |
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