-18.9%
PNR vs RY
+140.3%
-159.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.1% |
| 7D | -3.0% | +2.7% | -5.7% | -4.9% |
| 30D | -14.9% | -1.0% | -13.9% | -14.5% |
| 3M | -19.0% | +7.6% | -26.7% | -23.9% |
| 6M | -35.9% | +29.5% | -65.4% | -47.5% |
| YTD | -43.1% | +24.2% | -67.3% | -52.1% |
| 1Y | -46.4% | +46.4% | -92.8% | -60.3% |
| 3Y | -10.8% | +159.4% | -170.2% | -58.6% |
| 5Y | -18.9% | +141.8% | -160.7% | -61.0% |
| All | -18.9% | +140.3% | -159.1% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling