+374.5%
RY vs PFG
+246.6%
+127.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | +3.1% | +5.5% | -2.4% | +0.8% |
| 30D | -0.3% | +2.4% | -2.7% | -1.4% |
| 3M | +8.7% | +13.6% | -4.9% | +2.9% |
| 6M | +28.5% | +27.9% | +0.7% | +15.9% |
| YTD | +25.1% | +35.6% | -10.4% | +9.8% |
| 1Y | +46.3% | +48.5% | -2.2% | +23.3% |
| 3Y | +154.9% | +66.9% | +88.1% | +101.1% |
| 5Y | +140.3% | +111.0% | +29.3% | +68.1% |
| All | +374.5% | +246.6% | +127.9% | +130.3% |
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