+23.5%
PPG vs RY
+377.5%
-353.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -5.1% | -2.9% | -2.3% | -3.0% |
| 30D | -9.6% | -2.0% | -7.5% | -8.3% |
| 3M | -6.4% | +4.9% | -11.3% | -10.0% |
| 6M | +0.5% | +26.1% | -25.6% | -16.0% |
| YTD | +4.4% | +22.4% | -17.9% | -10.9% |
| 1Y | -0.9% | +44.7% | -45.6% | -25.9% |
| 3Y | -17.0% | +155.7% | -172.6% | -60.7% |
| 5Y | -23.7% | +137.7% | -161.3% | -61.8% |
| All | +23.5% | +377.5% | -353.9% | -63.7% |
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