+459.7%
PL vs RY
+166.5%
+293.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.0% | -9.4% | -10.6% |
| 7D | -11.7% | +2.5% | -14.2% | -15.0% |
| 30D | -27.1% | +8.4% | -35.6% | -35.5% |
| 3M | -44.6% | +1.2% | -45.8% | -45.9% |
| 6M | -67.2% | +19.4% | -86.5% | -75.0% |
| YTD | -35.9% | +25.4% | -61.3% | -54.8% |
| 1Y | -0.4% | +46.7% | -47.1% | -44.4% |
| All | +459.7% | +166.5% | +293.2% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling