+160.5%
PR vs RY
+409.8%
-249.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.0% | -9.6% | -9.0% |
| 7D | -12.1% | +2.5% | -14.6% | -14.1% |
| 30D | +0.9% | +8.4% | -7.5% | -6.0% |
| 3M | +10.1% | +1.2% | +8.9% | +8.0% |
| 6M | +1.1% | +19.4% | -18.2% | -14.9% |
| YTD | +63.7% | +25.4% | +38.2% | +30.4% |
| 1Y | +87.0% | +46.7% | +40.3% | +28.8% |
| 3Y | +70.7% | +168.6% | -97.9% | -34.3% |
| 5Y | +246.8% | +132.3% | +114.5% | +55.6% |
| 10Y | +72.6% | +385.7% | -313.1% | -17.6% |
| All | +160.5% | +409.8% | -249.3% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling