+83.0%
PL vs RY
+167.7%
-84.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.5% |
| 7D | -9.3% | +3.1% | -12.4% | -12.6% |
| 30D | -18.9% | -0.3% | -18.6% | -18.7% |
| 3M | -58.4% | +8.7% | -67.0% | -62.3% |
| 6M | -30.3% | +28.5% | -58.8% | -48.0% |
| YTD | -8.1% | +25.1% | -33.2% | -29.2% |
| 1Y | +180.5% | +46.3% | +134.2% | +82.8% |
| 3Y | +444.1% | +154.9% | +289.2% | +108.3% |
| 5Y | +83.0% | +140.3% | -57.3% | -23.1% |
| All | +83.0% | +167.7% | -84.7% | -24.2% |
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 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