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  • PG vs RY✓SelectedUSD · RYPG vs RY performance historyLatest closeAs of-0.33%09/04
Stock and ETF performance explorer

PG vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,496.0%
RY return
+11,573.6%
Excess return
-10,077.7%
Maximum drawdown
-54.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-0.3%-0.7%+0.4%-0.1%
7D+1.9%+3.1%-1.3%+0.9%
30D-0.2%-0.3%+0.1%-0.2%
3M+4.8%+8.7%-3.9%+2.2%
6M-6.1%+28.5%-34.6%-12.8%
YTD+4.5%+25.1%-20.7%-2.4%
1Y-5.3%+46.3%-51.6%-15.5%
3Y+2.6%+154.9%-152.4%-22.9%
5Y+15.6%+140.3%-124.7%-12.2%
10Y+118.0%+377.0%-259.0%+33.5%
All+1,496.0%+11,573.6%-10,077.7%+266.5%

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