+192.1%
PM vs RY
+373.9%
-181.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -4.9% | +3.1% | -8.0% | -6.4% |
| 30D | -3.4% | -0.3% | -3.1% | -3.3% |
| 3M | +5.2% | +8.7% | -3.5% | +0.5% |
| 6M | +3.7% | +28.5% | -24.8% | -9.4% |
| YTD | +15.8% | +25.1% | -9.3% | +2.4% |
| 1Y | +17.4% | +46.3% | -28.9% | -4.6% |
| 3Y | +116.9% | +154.9% | -38.0% | +27.7% |
| 5Y | +117.3% | +140.3% | -23.0% | +30.2% |
| All | +192.1% | +373.9% | -181.9% | +18.1% |
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