+357.1%
PSX vs RY
+355.6%
+1.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +2.7% |
| 7D | -0.4% | -3.0% | +2.6% | +2.4% |
| 30D | -8.1% | +6.3% | -14.4% | -13.1% |
| 3M | +15.9% | -2.6% | +18.5% | +17.7% |
| 6M | +49.4% | +13.9% | +35.4% | +30.6% |
| YTD | +104.7% | +21.7% | +83.0% | +66.5% |
| 1Y | +89.1% | +40.4% | +48.7% | +34.0% |
| 3Y | +151.7% | +161.3% | -9.6% | -5.7% |
| 5Y | +298.3% | +126.5% | +171.8% | +69.2% |
| 10Y | +357.1% | +354.3% | +2.7% | +12.1% |
| All | +357.1% | +355.6% | +1.4% | +12.1% |
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