+112.7%
PG vs RY
+377.5%
-264.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -2.7% | -2.9% | +0.2% | -1.7% |
| 30D | -1.5% | -2.0% | +0.5% | -0.9% |
| 3M | -3.4% | +4.9% | -8.2% | -5.1% |
| 6M | -7.0% | +26.1% | -33.1% | -14.3% |
| YTD | +2.0% | +22.4% | -20.4% | -5.2% |
| 1Y | -6.5% | +44.7% | -51.2% | -18.0% |
| 3Y | +1.2% | +155.7% | -154.5% | -28.6% |
| 5Y | +12.8% | +137.7% | -124.9% | -19.1% |
| All | +112.7% | +377.5% | -264.8% | +15.4% |
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 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