+32.1%
PM vs RY
+40.4%
-8.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | +2.7% | +5.9% | -3.2% | +2.9% |
| 3M | +6.1% | -4.3% | +10.4% | +6.8% |
| 6M | +18.0% | +12.1% | +5.9% | +16.3% |
| YTD | +26.6% | +20.3% | +6.3% | +23.6% |
| All | +32.1% | +40.4% | -8.3% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling