+415.3%
PR vs RY
+140.8%
+274.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.0% |
| 7D | +2.9% | +3.1% | -0.2% | +0.3% |
| 30D | +18.0% | -0.3% | +18.4% | +18.0% |
| 3M | +16.9% | +8.7% | +8.2% | +7.4% |
| 6M | +28.2% | +28.5% | -0.3% | -0.3% |
| YTD | +69.3% | +25.1% | +44.2% | +34.7% |
| 1Y | +69.5% | +46.3% | +23.2% | +14.3% |
| 3Y | +81.7% | +154.9% | -73.2% | -36.7% |
| All | +415.3% | +140.8% | +274.5% | +81.6% |
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