+89.6%
PEP vs RY
+354.4%
-264.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +4.6% | -0.6% | +5.2% | +4.8% |
| 30D | +14.0% | +6.1% | +7.9% | +11.5% |
| 3M | +5.4% | -3.4% | +8.8% | +6.6% |
| 6M | -5.1% | +12.8% | -17.9% | -9.8% |
| YTD | +3.1% | +21.0% | -17.9% | -4.8% |
| 1Y | +4.8% | +40.5% | -35.7% | -8.8% |
| 3Y | -4.1% | +159.9% | -164.0% | -36.0% |
| 5Y | +3.0% | +125.0% | -122.0% | -27.8% |
| 10Y | +89.6% | +350.6% | -261.0% | -2.5% |
| All | +89.6% | +354.4% | -264.8% | -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