+67.5%
PNR vs RY
+372.5%
-305.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.0% |
| 7D | -3.9% | -0.5% | -3.4% | -3.5% |
| 30D | -13.8% | -1.9% | -11.9% | -12.7% |
| 3M | -22.5% | +5.1% | -27.7% | -26.2% |
| 6M | -37.2% | +28.2% | -65.3% | -49.2% |
| YTD | -44.2% | +22.9% | -67.1% | -53.5% |
| 1Y | -46.6% | +45.5% | -92.1% | -61.5% |
| 3Y | -12.5% | +156.7% | -169.2% | -61.7% |
| 5Y | -19.3% | +137.7% | -157.1% | -62.5% |
| 10Y | +67.5% | +375.5% | -308.1% | -56.0% |
| All | +67.5% | +372.5% | -305.1% | -56.0% |
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