+117.4%
PM vs RY
+140.8%
-23.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -4.9% | +3.1% | -8.0% | -5.9% |
| 30D | -3.4% | -0.3% | -3.1% | -3.3% |
| 3M | +5.2% | +8.7% | -3.5% | +1.9% |
| 6M | +3.7% | +28.5% | -24.8% | -5.5% |
| YTD | +15.8% | +25.1% | -9.3% | +6.4% |
| 1Y | +17.4% | +46.3% | -28.9% | +1.6% |
| 3Y | +116.9% | +154.9% | -38.0% | +47.8% |
| All | +117.4% | +140.8% | -23.4% | +49.1% |
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 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