+3,457.9%
RY vs PFG
+960.1%
+2,497.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.7% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | +5.9% | +2.0% | +3.9% | +5.2% |
| 3M | -4.3% | -3.2% | -1.1% | -3.4% |
| 6M | +12.1% | +10.9% | +1.2% | +8.1% |
| YTD | +20.3% | +28.8% | -8.6% | +10.1% |
| 1Y | +41.0% | +39.2% | +1.8% | +25.8% |
| 3Y | +157.5% | +75.0% | +82.5% | +110.3% |
| 5Y | +123.2% | +91.9% | +31.2% | +74.7% |
| 10Y | +365.7% | +202.3% | +163.4% | +196.7% |
| All | +3,457.9% | +960.1% | +2,497.7% | +1,196.4% |
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