+38.1%
PEG vs RY
+122.0%
-83.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | +1.2% | +5.9% | -4.6% | -1.1% |
| 3M | -2.4% | -4.3% | +1.9% | -0.8% |
| 6M | -6.9% | +12.1% | -19.0% | -11.5% |
| YTD | -7.2% | +20.3% | -27.5% | -14.6% |
| 1Y | -8.9% | +41.0% | -49.9% | -21.8% |
| 3Y | +27.1% | +157.5% | -130.4% | -18.7% |
| All | +38.1% | +122.0% | -83.9% | -6.2% |
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