+151.8%
PEG vs RY
+360.9%
-209.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | -2.3% | -0.9% | -1.4% | -1.9% |
| 30D | +1.2% | +5.9% | -4.6% | -1.6% |
| 3M | -2.4% | -4.3% | +1.9% | -0.5% |
| 6M | -6.9% | +12.1% | -19.0% | -12.2% |
| YTD | -7.2% | +20.3% | -27.5% | -15.7% |
| 1Y | -8.9% | +41.0% | -49.9% | -23.5% |
| 3Y | +27.1% | +157.5% | -130.4% | -22.3% |
| 5Y | +33.8% | +123.2% | -89.4% | -12.9% |
| All | +151.8% | +360.9% | -209.1% | +8.8% |
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