+373.9%
RY vs PFG
+239.4%
+134.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 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