+2,144.2%
PNC vs RY
+11,573.6%
-9,429.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | +1.4% | +3.1% | -1.7% | -1.0% |
| 30D | -3.8% | -0.3% | -3.5% | -3.6% |
| 3M | +9.0% | +8.7% | +0.4% | +1.9% |
| 6M | +16.6% | +28.5% | -11.9% | -4.4% |
| YTD | +20.4% | +25.1% | -4.7% | +0.7% |
| 1Y | +22.3% | +46.3% | -24.0% | -9.6% |
| 3Y | +124.5% | +154.9% | -30.4% | +6.6% |
| 5Y | +54.1% | +140.3% | -86.2% | -23.0% |
| 10Y | +276.3% | +377.0% | -100.8% | +14.7% |
| All | +2,144.2% | +11,573.6% | -9,429.5% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling