+44.1%
PYPL vs RY
+371.9%
-327.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.5% |
| 7D | +2.7% | +3.1% | -0.4% | +0.3% |
| 30D | -4.9% | -0.3% | -4.6% | -4.7% |
| 3M | +28.9% | +8.7% | +20.2% | +20.5% |
| 6M | +18.2% | +28.5% | -10.3% | -3.7% |
| YTD | -5.0% | +25.1% | -30.1% | -21.2% |
| 1Y | -18.8% | +46.3% | -65.1% | -40.8% |
| 3Y | -12.6% | +154.9% | -167.5% | -59.6% |
| 5Y | -80.8% | +140.3% | -221.1% | -90.6% |
| All | +44.1% | +371.9% | -327.7% | -52.3% |
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