+10,109.1%
PH vs RY
+11,266.1%
-1,156.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.1% |
| 7D | -3.9% | -1.1% | -2.8% | -3.3% |
| 30D | -9.4% | +4.4% | -13.8% | -12.0% |
| 3M | -10.3% | -2.9% | -7.4% | -8.7% |
| 6M | +2.7% | +15.6% | -12.9% | -6.7% |
| YTD | +2.1% | +21.8% | -19.7% | -10.3% |
| 1Y | +16.2% | +42.6% | -26.4% | -7.8% |
| 3Y | +129.3% | +160.9% | -31.6% | +23.1% |
| 5Y | +191.7% | +126.1% | +65.7% | +72.6% |
| 10Y | +759.2% | +371.7% | +387.5% | +242.2% |
| All | +10,109.1% | +11,266.1% | -1,156.9% | +1,251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling