+91.3%
PEP vs RY
+351.8%
-260.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | +11.8% | +4.7% | +7.0% | +9.8% |
| 3M | +3.7% | -4.5% | +8.1% | +5.3% |
| 6M | -4.3% | +12.5% | -16.9% | -8.9% |
| YTD | +2.1% | +21.1% | -19.0% | -5.7% |
| 1Y | +2.5% | +38.6% | -36.1% | -10.3% |
| 3Y | -5.0% | +160.2% | -165.2% | -36.6% |
| 5Y | +2.9% | +124.7% | -121.8% | -27.8% |
| All | +91.3% | +351.8% | -260.6% | -2.1% |
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