-19.2%
PPG vs RY
+140.3%
-159.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.9% |
| 7D | 0.0% | +2.7% | -2.7% | -2.1% |
| 30D | -7.8% | -1.0% | -6.8% | -7.2% |
| 3M | -2.2% | +7.6% | -9.8% | -7.8% |
| 6M | +4.1% | +29.5% | -25.3% | -14.8% |
| YTD | +9.1% | +24.2% | -15.1% | -8.2% |
| 1Y | +1.0% | +46.4% | -45.4% | -25.3% |
| 3Y | -13.3% | +159.4% | -172.7% | -60.1% |
| 5Y | -19.2% | +141.8% | -161.0% | -61.1% |
| All | -19.2% | +140.3% | -159.5% | -61.1% |
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 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