+90.1%
PEP vs RY
+355.6%
-265.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | 0.0% |
| 7D | +1.1% | -3.0% | +4.0% | +2.2% |
| 30D | +13.6% | +6.3% | +7.4% | +11.0% |
| 3M | +5.1% | -2.6% | +7.7% | +6.0% |
| 6M | -1.6% | +13.9% | -15.5% | -6.8% |
| YTD | +3.3% | +21.7% | -18.3% | -4.7% |
| 1Y | +3.2% | +40.4% | -37.2% | -10.1% |
| 3Y | -3.9% | +161.3% | -165.2% | -36.0% |
| 5Y | +4.0% | +126.5% | -122.4% | -27.2% |
| 10Y | +90.1% | +354.3% | -264.2% | -2.5% |
| All | +90.1% | +355.6% | -265.5% | -2.5% |
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