+61.1%
PPL vs RY
+366.5%
-305.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +2.3% |
| 7D | +1.0% | -1.1% | +2.1% | +1.5% |
| 30D | +6.8% | +4.4% | +2.4% | +4.2% |
| 3M | +3.9% | -2.9% | +6.8% | +5.3% |
| 6M | -2.0% | +15.6% | -17.6% | -10.0% |
| YTD | +5.3% | +21.8% | -16.5% | -6.4% |
| 1Y | +2.2% | +42.6% | -40.4% | -17.1% |
| 3Y | +56.7% | +160.9% | -104.2% | -12.3% |
| 5Y | +49.1% | +126.1% | -77.0% | -10.2% |
| All | +61.1% | +366.5% | -305.4% | -36.6% |
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