+140.4%
PEG vs RY
+371.6%
-231.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | +1.0% | +2.7% | -1.7% | -0.3% |
| 30D | -1.9% | -1.0% | -0.9% | -1.5% |
| 3M | -3.7% | +7.6% | -11.3% | -7.3% |
| 6M | -9.4% | +29.5% | -38.9% | -20.3% |
| YTD | -6.0% | +24.2% | -30.2% | -15.8% |
| 1Y | -4.4% | +46.4% | -50.8% | -21.1% |
| 3Y | +33.5% | +159.4% | -125.9% | -18.7% |
| 5Y | +35.7% | +141.8% | -106.1% | -15.3% |
| 10Y | +140.4% | +373.9% | -233.5% | -0.5% |
| All | +140.4% | +371.6% | -231.2% | -0.5% |
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