+698.2%
PHM vs RY
+360.6%
+337.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -0.9% |
| 7D | +6.2% | -0.9% | +7.1% | +7.1% |
| 30D | +17.9% | +5.9% | +12.1% | +12.5% |
| 3M | +2.5% | -4.3% | +6.8% | +6.2% |
| 6M | +10.8% | +12.1% | -1.3% | +0.3% |
| YTD | +13.7% | +20.3% | -6.5% | -3.3% |
| 1Y | +12.4% | +41.0% | -28.7% | -16.7% |
| 3Y | +65.6% | +157.5% | -91.9% | -28.6% |
| 5Y | +175.3% | +123.2% | +52.2% | +33.5% |
| All | +698.2% | +360.6% | +337.6% | +108.1% |
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