+1,743.4%
PG vs RY
+11,203.6%
-9,460.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +10.5% | +4.7% | +5.8% | +9.0% |
| 3M | +17.4% | -4.5% | +21.9% | +18.8% |
| 6M | +18.4% | +12.5% | +5.9% | +14.2% |
| YTD | +20.7% | +21.1% | -0.5% | +13.7% |
| 1Y | +16.8% | +38.6% | -21.8% | +5.8% |
| 3Y | +20.1% | +160.2% | -140.0% | -10.1% |
| 5Y | +30.4% | +124.7% | -94.3% | +1.0% |
| 10Y | +163.7% | +352.3% | -188.6% | +63.9% |
| All | +1,743.4% | +11,203.6% | -9,460.2% | +327.1% |
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