+39.4%
PPL vs RY
+140.8%
-101.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +2.7% | +3.1% | -0.5% | +1.5% |
| 30D | +0.5% | -0.3% | +0.8% | +0.5% |
| 3M | +0.7% | +8.7% | -8.0% | -2.8% |
| 6M | -7.6% | +28.5% | -36.1% | -16.7% |
| YTD | +1.8% | +25.1% | -23.3% | -7.3% |
| 1Y | -0.8% | +46.3% | -47.0% | -15.8% |
| 3Y | +56.9% | +154.9% | -98.1% | +1.2% |
| All | +39.4% | +140.8% | -101.3% | -7.9% |
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 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