+167.5%
PEG vs RY
+351.1%
-183.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +4.5% | +0.6% | +3.9% | +4.2% |
| 30D | +7.5% | +5.0% | +2.5% | +5.0% |
| 3M | +0.8% | -5.3% | +6.2% | +3.3% |
| 6M | 0.0% | +13.8% | -13.8% | -6.4% |
| YTD | -3.0% | +21.0% | -24.0% | -12.1% |
| 1Y | -4.7% | +40.5% | -45.2% | -19.9% |
| 3Y | +36.5% | +159.7% | -123.2% | -16.9% |
| 5Y | +44.4% | +124.3% | -80.0% | -6.3% |
| All | +167.5% | +351.1% | -183.6% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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