-4.6%
PEP vs RY
+158.9%
-163.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.7% |
| 7D | +6.7% | -1.1% | +7.8% | +6.8% |
| 30D | +13.5% | +4.4% | +9.1% | +12.8% |
| 3M | +3.9% | -2.9% | +6.9% | +4.3% |
| 6M | -6.0% | +15.6% | -21.6% | -8.6% |
| YTD | +2.5% | +21.8% | -19.4% | -1.4% |
| 1Y | +3.9% | +42.6% | -38.6% | -3.2% |
| All | -4.6% | +158.9% | -163.5% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling