+1,496.0%
PG vs RY
+11,573.6%
-10,077.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 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