+157.5%
RY vs PFG
+67.7%
+89.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +3.1% | +5.5% | -2.4% | +1.1% |
| 30D | -0.3% | +2.4% | -2.7% | -1.2% |
| 3M | +8.7% | +13.6% | -4.9% | +3.7% |
| 6M | +28.5% | +27.9% | +0.7% | +17.5% |
| YTD | +25.1% | +35.6% | -10.4% | +11.6% |
| 1Y | +46.3% | +48.5% | -2.2% | +25.8% |
| All | +157.5% | +67.7% | +89.8% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling