+279.9%
PFGC vs RY
+371.9%
-91.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.2% |
| 7D | -2.2% | +3.1% | -5.3% | -5.2% |
| 30D | -11.9% | -0.3% | -11.6% | -11.9% |
| 3M | +5.0% | +8.7% | -3.7% | -4.0% |
| 6M | +8.6% | +28.5% | -19.9% | -16.4% |
| YTD | +9.7% | +25.1% | -15.4% | -13.7% |
| 1Y | -6.3% | +46.3% | -52.6% | -37.4% |
| 3Y | +58.2% | +154.9% | -96.7% | -43.6% |
| 5Y | +110.4% | +140.3% | -29.9% | -22.1% |
| All | +279.9% | +371.9% | -91.9% | -25.9% |
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