+605.6%
RY vs PSLV
+117.0%
+488.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +3.1% | -0.6% | +3.8% | +3.2% |
| 30D | -0.3% | +7.3% | -7.6% | -1.2% |
| 3M | +8.7% | -7.4% | +16.1% | +9.3% |
| 6M | +28.5% | -20.3% | +48.8% | +31.1% |
| YTD | +25.1% | -8.2% | +33.4% | +23.5% |
| 1Y | +46.3% | +57.9% | -11.6% | +33.9% |
| 3Y | +154.9% | +162.1% | -7.1% | +116.0% |
| 5Y | +140.3% | +151.2% | -10.9% | +102.9% |
| 10Y | +377.0% | +191.7% | +185.4% | +285.4% |
| All | +605.6% | +117.0% | +488.6% | +447.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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