+62.1%
PR vs RY
+366.5%
-304.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -2.4% |
| 7D | -16.5% | -1.1% | -15.4% | -16.0% |
| 30D | -4.5% | +4.4% | -8.9% | -8.4% |
| 3M | +8.5% | -2.9% | +11.5% | +10.4% |
| 6M | -3.3% | +15.6% | -18.9% | -17.0% |
| YTD | +55.7% | +21.8% | +33.9% | +25.8% |
| 1Y | +82.0% | +42.6% | +39.5% | +26.2% |
| 3Y | +62.5% | +160.9% | -98.4% | -39.1% |
| 5Y | +223.9% | +126.1% | +97.8% | +42.5% |
| All | +62.1% | +366.5% | -304.5% | -9.2% |
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