-20.2%
PFE vs RY
+127.1%
-147.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.1% |
| 7D | -4.7% | -0.2% | -4.5% | -4.6% |
| 30D | +3.4% | +7.1% | -3.7% | +1.0% |
| 3M | +9.2% | -2.7% | +11.9% | +10.1% |
| 6M | +15.8% | +13.8% | +2.1% | +10.2% |
| YTD | +23.4% | +22.1% | +1.4% | +14.2% |
| 1Y | +25.8% | +43.1% | -17.2% | +9.7% |
| 3Y | +17.8% | +163.6% | -145.8% | -16.5% |
| 5Y | -20.2% | +126.2% | -146.4% | -40.4% |
| All | -20.2% | +127.1% | -147.3% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling