+35.8%
PFE vs RY
+373.9%
-338.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | +1.8% | +3.1% | -1.4% | +0.5% |
| 30D | +10.2% | -0.3% | +10.6% | +10.3% |
| 3M | +12.7% | +8.7% | +4.0% | +8.8% |
| 6M | +10.5% | +28.5% | -18.0% | -0.4% |
| YTD | +20.2% | +25.1% | -5.0% | +9.3% |
| 1Y | +24.1% | +46.3% | -22.2% | +6.0% |
| 3Y | -3.6% | +154.9% | -158.5% | -34.3% |
| 5Y | -20.9% | +140.3% | -161.2% | -45.5% |
| All | +35.8% | +373.9% | -338.1% | -30.9% |
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