+3,601.4%
RY vs PFG
+1,015.3%
+2,586.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +3.1% | +5.5% | -2.4% | +1.2% |
| 30D | -0.3% | +2.4% | -2.7% | -1.2% |
| 3M | +8.7% | +13.6% | -4.9% | +4.0% |
| 6M | +28.5% | +27.9% | +0.7% | +18.3% |
| YTD | +25.1% | +35.6% | -10.4% | +12.7% |
| 1Y | +46.3% | +48.5% | -2.2% | +27.6% |
| 3Y | +154.9% | +66.9% | +88.1% | +111.6% |
| 5Y | +140.3% | +111.0% | +29.3% | +82.3% |
| 10Y | +377.0% | +244.5% | +132.5% | +191.7% |
| All | +3,601.4% | +1,015.3% | +2,586.1% | +1,227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling