-74.9%
PSKY vs RY
+371.6%
-446.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.1% |
| 7D | +2.4% | +2.7% | -0.3% | 0.0% |
| 30D | +17.5% | -1.0% | +18.5% | +18.5% |
| 3M | +4.4% | +7.6% | -3.2% | -2.8% |
| 6M | -9.0% | +29.5% | -38.5% | -28.7% |
| YTD | -18.6% | +24.2% | -42.8% | -34.2% |
| 1Y | -27.7% | +46.4% | -74.1% | -50.0% |
| 3Y | -16.9% | +159.4% | -176.3% | -68.0% |
| 5Y | -70.3% | +141.8% | -212.1% | -87.7% |
| 10Y | -74.9% | +373.9% | -448.8% | -93.9% |
| All | -74.9% | +371.6% | -446.6% | -93.9% |
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