+1,122.4%
PEP vs RY
+11,573.6%
-10,451.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.4% | +3.1% | -4.5% | -2.2% |
| 30D | +0.2% | -0.3% | +0.6% | +0.3% |
| 3M | -1.1% | +8.7% | -9.8% | -3.5% |
| 6M | -13.5% | +28.5% | -42.0% | -19.3% |
| YTD | -1.2% | +25.1% | -26.3% | -7.3% |
| 1Y | -1.6% | +46.3% | -47.8% | -11.5% |
| 3Y | -12.5% | +154.9% | -167.5% | -32.8% |
| 5Y | +3.0% | +140.3% | -137.3% | -20.1% |
| 10Y | +73.9% | +377.0% | -303.1% | +11.6% |
| All | +1,122.4% | +11,573.6% | -10,451.2% | +312.4% |
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