+54.2%
PPL vs RY
+373.9%
-319.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +2.7% | +3.1% | -0.5% | +1.0% |
| 30D | +0.5% | -0.3% | +0.8% | +0.6% |
| 3M | +0.7% | +8.7% | -8.0% | -4.1% |
| 6M | -7.6% | +28.5% | -36.1% | -19.9% |
| YTD | +1.8% | +25.1% | -23.3% | -10.7% |
| 1Y | -0.8% | +46.3% | -47.0% | -20.5% |
| 3Y | +56.9% | +154.9% | -98.1% | -10.8% |
| 5Y | +39.5% | +140.3% | -100.8% | -19.0% |
| All | +54.2% | +373.9% | -319.8% | -41.7% |
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