+683.0%
PHM vs RY
+354.4%
+328.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -2.0% |
| 7D | +2.9% | -0.6% | +3.5% | +3.5% |
| 30D | +16.5% | +6.1% | +10.3% | +10.9% |
| 3M | +0.6% | -3.4% | +4.0% | +3.5% |
| 6M | +11.6% | +12.8% | -1.2% | +0.4% |
| YTD | +12.1% | +21.0% | -8.9% | -5.2% |
| 1Y | +9.6% | +40.5% | -30.9% | -18.5% |
| 3Y | +62.3% | +159.9% | -97.6% | -30.6% |
| 5Y | +170.4% | +125.0% | +45.4% | +30.2% |
| 10Y | +683.0% | +350.6% | +332.4% | +104.7% |
| All | +683.0% | +354.4% | +328.6% | +104.7% |
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