+101.4%
PNR vs RY
+354.4%
-253.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.7% |
| 7D | -0.1% | -0.6% | +0.4% | +0.4% |
| 30D | +33.4% | +6.1% | +27.2% | +27.2% |
| 3M | +4.9% | -3.4% | +8.2% | +7.5% |
| 6M | -8.5% | +12.8% | -21.3% | -17.8% |
| YTD | -32.1% | +21.0% | -53.2% | -42.7% |
| 1Y | -35.0% | +40.5% | -75.4% | -51.6% |
| 3Y | +17.6% | +159.9% | -142.3% | -48.9% |
| 5Y | +0.9% | +125.0% | -124.1% | -50.8% |
| 10Y | +101.4% | +350.6% | -249.2% | -37.6% |
| All | +101.4% | +354.4% | -253.0% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling