+98.5%
PNR vs RY
+351.1%
-252.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | +0.3% | +0.6% | -0.3% | -0.2% |
| 30D | +31.7% | +5.0% | +26.7% | +26.7% |
| 3M | +2.6% | -5.3% | +7.9% | +7.1% |
| 6M | -6.4% | +13.8% | -20.2% | -16.5% |
| YTD | -33.4% | +21.0% | -54.4% | -43.8% |
| 1Y | -35.1% | +40.5% | -75.6% | -51.7% |
| 3Y | +17.1% | +159.7% | -142.6% | -49.1% |
| 5Y | -3.5% | +124.3% | -127.9% | -52.8% |
| All | +98.5% | +351.1% | -252.6% | -38.0% |
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