+4,339.0%
PHM vs RY
+11,573.6%
-7,234.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | -3.2% | +3.1% | -6.3% | -5.4% |
| 30D | -6.4% | -0.3% | -6.1% | -6.4% |
| 3M | +5.5% | +8.7% | -3.2% | -1.2% |
| 6M | -5.4% | +28.5% | -34.0% | -21.8% |
| YTD | +6.6% | +25.1% | -18.5% | -10.4% |
| 1Y | -8.8% | +46.3% | -55.1% | -31.9% |
| 3Y | +54.1% | +154.9% | -100.8% | -25.0% |
| 5Y | +144.5% | +140.3% | +4.2% | +23.7% |
| 10Y | +569.4% | +377.0% | +192.4% | +104.1% |
| All | +4,339.0% | +11,573.6% | -7,234.7% | +200.3% |
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