+1,067.6%
PSX vs RY
+510.6%
+557.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | +0.5% |
| 7D | -13.1% | -0.9% | -12.2% | -12.6% |
| 30D | -9.5% | +5.9% | -15.4% | -13.9% |
| 3M | +20.2% | -4.3% | +24.5% | +23.6% |
| 6M | +44.9% | +12.1% | +32.8% | +29.8% |
| YTD | +94.4% | +20.3% | +74.1% | +62.5% |
| 1Y | +83.1% | +41.0% | +42.1% | +33.2% |
| 3Y | +132.2% | +157.5% | -25.4% | -2.5% |
| 5Y | +278.8% | +123.2% | +155.7% | +78.4% |
| 10Y | +354.2% | +365.7% | -11.5% | +20.9% |
| All | +1,067.6% | +510.6% | +557.0% | +133.2% |
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 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