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  • RY vs PFG✓SelectedUSD · PFGRY vs PFG performance historyLatest closeAs of-0.76%09/08
Stock and ETF performance explorer

RY vs PFG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+373.9%
PFG return
+239.4%
Excess return
+134.5%
Maximum drawdown
-40.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPFGExcessAlpha
1D-0.8%-1.4%+0.7%-0.2%
7D+2.7%+6.0%-3.3%+0.2%
30D-1.0%+2.2%-3.2%-2.0%
3M+7.6%+10.4%-2.7%+3.1%
6M+29.5%+27.8%+1.7%+16.8%
YTD+24.2%+33.6%-9.5%+9.6%
1Y+46.4%+49.3%-2.9%+23.1%
3Y+159.4%+69.7%+89.7%+103.2%
5Y+141.8%+111.3%+30.5%+69.0%
10Y+373.9%+240.3%+133.6%+131.3%
All+373.9%+239.4%+134.5%+131.3%

Cumulative growth

Daily Returns

Daily percentage return beside PFG.

Daily Out/Under-Performance

Portfolio return minus PFG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PFG 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 PFG 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