+119.6%
PM vs RY
+154.9%
-35.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -4.9% | +3.1% | -8.0% | -5.6% |
| 30D | -3.4% | -0.3% | -3.1% | -3.4% |
| 3M | +5.2% | +8.7% | -3.5% | +2.7% |
| 6M | +3.7% | +28.5% | -24.8% | -3.6% |
| YTD | +15.8% | +25.1% | -9.3% | +8.4% |
| 1Y | +17.4% | +46.3% | -28.9% | +4.6% |
| All | +119.6% | +154.9% | -35.3% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling