+352.6%
PFGC vs RY
+360.9%
-8.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -0.7% |
| 7D | +8.5% | -0.9% | +9.4% | +9.7% |
| 30D | +15.0% | +5.9% | +9.1% | +8.9% |
| 3M | -6.2% | -4.3% | -1.9% | -2.3% |
| 6M | +15.7% | +12.1% | +3.6% | +2.2% |
| YTD | +19.6% | +20.3% | -0.7% | -2.2% |
| 1Y | +13.2% | +41.0% | -27.8% | -21.6% |
| 3Y | +77.0% | +157.5% | -80.6% | -37.9% |
| 5Y | +121.5% | +123.2% | -1.7% | -10.9% |
| All | +352.6% | +360.9% | -8.2% | -8.7% |
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