+30.5%
PNC vs RY
+122.0%
-91.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.5% |
| 7D | -1.1% | -0.9% | -0.2% | -0.3% |
| 30D | +4.5% | +5.9% | -1.4% | -0.7% |
| 3M | -10.0% | -4.3% | -5.7% | -6.6% |
| 6M | +3.1% | +12.1% | -9.0% | -7.2% |
| YTD | +11.5% | +20.3% | -8.7% | -5.8% |
| 1Y | +27.3% | +41.0% | -13.7% | -6.9% |
| 3Y | +106.4% | +157.5% | -51.2% | -15.7% |
| All | +30.5% | +122.0% | -91.5% | -39.1% |
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