+1,054.0%
PPG vs RY
+11,203.6%
-10,149.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -0.2% | -0.5% | +0.4% | +0.2% |
| 30D | +17.7% | +4.7% | +13.0% | +14.8% |
| 3M | +7.4% | -4.5% | +11.9% | +10.2% |
| 6M | +16.4% | +12.5% | +3.9% | +8.8% |
| YTD | +22.4% | +21.1% | +1.2% | +9.6% |
| 1Y | +28.6% | +38.6% | -10.1% | +6.6% |
| 3Y | +2.0% | +160.2% | -158.2% | -41.1% |
| 5Y | -15.6% | +124.7% | -140.3% | -46.9% |
| 10Y | +54.6% | +352.3% | -297.7% | -33.4% |
| All | +1,054.0% | +11,203.6% | -10,149.6% | +43.9% |
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