+73.8%
PEP vs RY
+373.9%
-300.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.4% | +3.1% | -4.5% | -2.5% |
| 30D | +0.2% | -0.3% | +0.6% | +0.3% |
| 3M | -1.1% | +8.7% | -9.8% | -4.4% |
| 6M | -13.5% | +28.5% | -42.0% | -21.7% |
| YTD | -1.2% | +25.1% | -26.3% | -9.8% |
| 1Y | -1.6% | +46.3% | -47.8% | -15.6% |
| 3Y | -12.5% | +154.9% | -167.5% | -41.0% |
| 5Y | +3.0% | +140.3% | -137.3% | -29.7% |
| All | +73.8% | +373.9% | -300.1% | -12.5% |
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