+102.0%
PSA vs RY
+371.6%
-269.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | -0.4% | +2.7% | -3.1% | -1.6% |
| 30D | -8.2% | -1.0% | -7.2% | -7.8% |
| 3M | -2.1% | +7.6% | -9.8% | -5.5% |
| 6M | -0.2% | +29.5% | -29.7% | -11.2% |
| YTD | +18.5% | +24.2% | -5.7% | +7.3% |
| 1Y | +6.6% | +46.4% | -39.8% | -10.4% |
| 3Y | +24.5% | +159.4% | -135.0% | -18.9% |
| 5Y | +13.6% | +141.8% | -128.3% | -24.3% |
| 10Y | +102.0% | +373.9% | -271.9% | -0.7% |
| All | +102.0% | +371.6% | -269.7% | -0.7% |
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