+162.6%
PM vs RY
+123.4%
+39.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | +0.5% | +0.6% | 0.0% | +0.3% |
| 30D | -3.2% | +5.0% | -8.3% | -4.7% |
| 3M | +6.2% | -5.3% | +11.5% | +8.1% |
| 6M | +7.7% | +13.8% | -6.2% | +2.5% |
| YTD | +27.3% | +21.0% | +6.3% | +18.4% |
| 1Y | +32.8% | +40.5% | -7.7% | +16.7% |
| 3Y | +150.0% | +159.7% | -9.6% | +69.4% |
| All | +162.6% | +123.4% | +39.1% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling