+60.2%
PPL vs RY
+360.6%
-300.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.1% |
| 7D | +0.4% | -0.9% | +1.3% | +0.8% |
| 30D | +5.4% | +5.9% | -0.4% | +2.2% |
| 3M | +4.3% | -4.3% | +8.5% | +6.5% |
| 6M | -1.3% | +12.1% | -13.5% | -7.8% |
| YTD | +4.7% | +20.3% | -15.6% | -6.3% |
| 1Y | +1.3% | +41.0% | -39.7% | -17.3% |
| 3Y | +57.2% | +157.5% | -100.3% | -11.4% |
| 5Y | +48.2% | +123.2% | -74.9% | -10.1% |
| All | +60.2% | +360.6% | -300.3% | -36.5% |
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