-35.1%
PSKY vs RY
+1,091.0%
-1,126.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.0% |
| 7D | -0.2% | +3.1% | -3.3% | -2.7% |
| 30D | +24.0% | -0.3% | +24.3% | +24.2% |
| 3M | +2.2% | +8.7% | -6.5% | -5.2% |
| 6M | -9.0% | +28.5% | -37.5% | -27.0% |
| YTD | -18.1% | +25.1% | -43.3% | -33.2% |
| 1Y | -25.1% | +46.3% | -71.4% | -46.6% |
| 3Y | -16.3% | +154.9% | -171.3% | -63.7% |
| 5Y | -70.4% | +140.3% | -210.7% | -86.4% |
| 10Y | -74.2% | +377.0% | -451.2% | -93.3% |
| All | -35.1% | +1,091.0% | -1,126.1% | -91.4% |
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