+26.8%
PL vs RY
+157.3%
-130.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.7% | +11.8% |
| 7D | -6.8% | -0.9% | -5.9% | -6.1% |
| 30D | -29.3% | +5.9% | -35.2% | -34.0% |
| 3M | -44.8% | -4.3% | -40.5% | -42.1% |
| 6M | -68.4% | +12.1% | -80.5% | -72.4% |
| YTD | -36.4% | +20.3% | -56.6% | -48.8% |
| 1Y | +0.7% | +41.0% | -40.3% | -31.8% |
| 3Y | +455.3% | +157.5% | +297.8% | +113.2% |
| 5Y | +22.7% | +123.2% | -100.5% | -46.1% |
| All | +26.8% | +157.3% | -130.6% | -45.2% |
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