+1,167.5%
PEP vs RY
+11,266.1%
-10,098.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.0% |
| 7D | +6.7% | -1.1% | +7.8% | +7.0% |
| 30D | +13.5% | +4.4% | +9.1% | +12.2% |
| 3M | +3.9% | -2.9% | +6.9% | +4.6% |
| 6M | -6.0% | +15.6% | -21.6% | -9.8% |
| YTD | +2.5% | +21.8% | -19.4% | -3.2% |
| 1Y | +3.9% | +42.6% | -38.6% | -5.9% |
| 3Y | -4.7% | +160.9% | -165.5% | -27.2% |
| 5Y | +1.1% | +126.1% | -125.0% | -20.3% |
| 10Y | +83.8% | +371.7% | -287.9% | +18.3% |
| All | +1,167.5% | +11,266.1% | -10,098.5% | +330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling