+713.9%
PH vs RY
+354.4%
+359.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.5% | +4.5% |
| 7D | +2.1% | -0.6% | +2.7% | +2.5% |
| 30D | +0.3% | +6.1% | -5.9% | -5.9% |
| 3M | -8.8% | -3.4% | -5.4% | -6.0% |
| 6M | +10.0% | +12.8% | -2.7% | -3.4% |
| YTD | +10.5% | +21.0% | -10.5% | -10.0% |
| 1Y | +15.5% | +40.5% | -24.9% | -19.4% |
| 3Y | +136.4% | +159.9% | -23.5% | -15.6% |
| 5Y | +213.6% | +125.0% | +88.6% | +29.9% |
| 10Y | +713.9% | +350.6% | +363.3% | +97.1% |
| All | +713.9% | +354.4% | +359.6% | +97.1% |
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