+16.4%
PNR vs RY
+159.5%
-143.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.6% |
| 7D | +2.8% | -0.9% | +3.7% | +3.5% |
| 30D | +31.2% | +5.9% | +25.3% | +26.9% |
| 3M | -2.1% | -4.3% | +2.2% | +0.4% |
| 6M | -14.0% | +12.1% | -26.1% | -20.9% |
| YTD | -33.6% | +20.3% | -53.9% | -42.0% |
| 1Y | -35.2% | +41.0% | -76.2% | -49.3% |
| All | +16.4% | +159.5% | -143.1% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling