+345.0%
PSX vs RY
+140.8%
+204.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | +4.5% | +3.1% | +1.4% | +2.7% |
| 30D | +26.6% | -0.3% | +26.9% | +26.7% |
| 3M | +39.3% | +8.7% | +30.6% | +31.7% |
| 6M | +56.8% | +28.5% | +28.3% | +32.5% |
| YTD | +101.8% | +25.1% | +76.7% | +73.4% |
| 1Y | +99.6% | +46.3% | +53.3% | +53.4% |
| 3Y | +140.3% | +154.9% | -14.6% | +20.7% |
| All | +345.0% | +140.8% | +204.2% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling