+14.8%
PL vs RY
+160.6%
-145.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.9% | -7.2% | -6.9% |
| 7D | -20.5% | -1.1% | -19.4% | -19.6% |
| 30D | -38.8% | +4.4% | -43.2% | -41.8% |
| 3M | -49.1% | -2.9% | -46.2% | -47.4% |
| 6M | -69.4% | +15.6% | -85.0% | -74.1% |
| YTD | -42.3% | +21.8% | -64.2% | -54.2% |
| 1Y | -14.2% | +42.6% | -56.8% | -42.5% |
| 3Y | +398.7% | +160.9% | +237.8% | +89.0% |
| 5Y | +11.1% | +126.1% | -114.9% | -51.8% |
| All | +14.8% | +160.6% | -145.8% | -50.9% |
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