+229.6%
PM vs RY
+360.6%
-131.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.2% |
| 7D | -5.2% | -0.9% | -4.3% | -4.8% |
| 30D | +2.7% | +5.9% | -3.2% | -0.2% |
| 3M | +5.2% | -4.3% | +9.5% | +7.3% |
| 6M | +17.0% | +12.1% | +4.9% | +9.7% |
| YTD | +25.5% | +20.3% | +5.2% | +13.1% |
| 1Y | +35.5% | +41.0% | -5.5% | +12.2% |
| 3Y | +143.9% | +157.5% | -13.6% | +42.5% |
| 5Y | +161.8% | +123.2% | +38.7% | +63.6% |
| All | +229.6% | +360.6% | -131.0% | +40.9% |
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