+830.5%
PFE vs RY
+11,266.1%
-10,435.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -1.9% |
| 7D | -0.2% | -1.1% | +0.9% | +0.2% |
| 30D | +8.7% | +4.4% | +4.2% | +6.9% |
| 3M | +15.8% | -2.9% | +18.7% | +16.9% |
| 6M | +16.8% | +15.6% | +1.3% | +10.4% |
| YTD | +26.2% | +21.8% | +4.4% | +16.8% |
| 1Y | +29.9% | +42.6% | -12.7% | +13.5% |
| 3Y | +15.9% | +160.9% | -145.0% | -19.2% |
| 5Y | -20.6% | +126.1% | -146.7% | -42.3% |
| 10Y | +65.4% | +371.7% | -306.4% | -10.1% |
| All | +830.5% | +11,266.1% | -10,435.6% | +51.4% |
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