+343.0%
PSX vs RY
+353.1%
-10.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.5% |
| 7D | -7.8% | -0.6% | -7.2% | -7.5% |
| 30D | -9.9% | +6.1% | -16.0% | -14.7% |
| 3M | +16.9% | -3.4% | +20.3% | +19.6% |
| 6M | +48.0% | +12.8% | +35.2% | +30.5% |
| YTD | +98.3% | +21.0% | +77.3% | +62.1% |
| 1Y | +86.2% | +40.5% | +45.7% | +31.8% |
| 3Y | +144.0% | +159.9% | -15.9% | -8.1% |
| 5Y | +287.7% | +125.0% | +162.8% | +65.7% |
| All | +343.0% | +353.1% | -10.2% | +9.2% |
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