+267.6%
PM vs RY
+353.8%
-86.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | -7.1% | -3.0% | -4.1% | -5.6% |
| 30D | -2.8% | +6.3% | -9.1% | -5.7% |
| 3M | +6.3% | -2.6% | +8.9% | +7.5% |
| 6M | +9.6% | +13.9% | -4.3% | +1.9% |
| YTD | +25.6% | +21.7% | +3.9% | +12.5% |
| 1Y | +29.7% | +40.4% | -10.8% | +7.5% |
| 3Y | +147.6% | +161.3% | -13.8% | +43.3% |
| 5Y | +160.1% | +126.5% | +33.6% | +61.0% |
| All | +267.6% | +353.8% | -86.2% | +54.9% |
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