+222.1%
PWR vs RY
+155.6%
+66.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.5% | +7.2% |
| 7D | -12.9% | -0.9% | -12.0% | -12.4% |
| 30D | -22.8% | +5.9% | -28.7% | -26.0% |
| 3M | -19.0% | -4.3% | -14.7% | -16.5% |
| 6M | -31.1% | +12.1% | -43.2% | -36.8% |
| YTD | +28.2% | +20.3% | +8.0% | +11.8% |
| 1Y | +22.2% | +41.0% | -18.8% | -4.5% |
| 3Y | +222.1% | +157.5% | +64.6% | +66.4% |
| All | +222.1% | +155.6% | +66.5% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling