+50.1%
PYPL vs RY
+355.6%
-305.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.8% |
| 7D | -1.2% | -3.0% | +1.8% | +1.2% |
| 30D | +6.1% | +6.3% | -0.1% | +1.0% |
| 3M | +1.1% | -2.6% | +3.6% | +3.0% |
| 6M | +32.7% | +13.9% | +18.8% | +19.1% |
| YTD | +2.8% | +21.7% | -18.9% | -13.1% |
| 1Y | -10.8% | +40.4% | -51.2% | -33.0% |
| 3Y | +9.8% | +161.3% | -151.5% | -50.6% |
| 5Y | -70.2% | +126.5% | -196.7% | -84.8% |
| 10Y | +50.1% | +354.3% | -304.3% | -49.8% |
| All | +50.1% | +355.6% | -305.6% | -49.8% |
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