+223.7%
PTC vs RY
+373.9%
-150.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.6% |
| 7D | -10.3% | +3.1% | -13.4% | -12.1% |
| 30D | +1.1% | -0.3% | +1.5% | +1.1% |
| 3M | +1.6% | +8.7% | -7.1% | -4.7% |
| 6M | -13.5% | +28.5% | -42.0% | -28.1% |
| YTD | -19.1% | +25.1% | -44.2% | -31.6% |
| 1Y | -33.9% | +46.3% | -80.2% | -50.1% |
| 3Y | -3.9% | +154.9% | -158.8% | -52.3% |
| 5Y | +6.0% | +140.3% | -134.3% | -45.4% |
| All | +223.7% | +373.9% | -150.3% | +6.5% |
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