+47.2%
PYPL vs RY
+367.8%
-320.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.2% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +8.1% | +7.1% | +1.1% | +2.4% |
| 3M | +1.9% | -2.7% | +4.6% | +4.0% |
| 6M | +33.1% | +13.8% | +19.4% | +19.6% |
| YTD | +3.8% | +22.1% | -18.3% | -12.4% |
| 1Y | -8.3% | +43.1% | -51.4% | -32.1% |
| 3Y | +11.9% | +163.6% | -151.8% | -50.0% |
| 5Y | -70.4% | +126.2% | -196.7% | -84.9% |
| 10Y | +47.2% | +358.7% | -311.6% | -50.7% |
| All | +47.2% | +367.8% | -320.6% | -50.7% |
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 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