+49.1%
PPL vs RY
+124.6%
-75.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.9% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | +6.8% | +4.4% | +2.4% | +5.0% |
| 3M | +3.9% | -2.9% | +6.8% | +4.9% |
| 6M | -2.0% | +15.6% | -17.6% | -7.8% |
| YTD | +5.3% | +21.8% | -16.5% | -3.4% |
| 1Y | +2.2% | +42.6% | -40.4% | -12.6% |
| 3Y | +56.7% | +160.9% | -104.2% | -0.9% |
| 5Y | +49.1% | +126.1% | -77.0% | +1.7% |
| All | +49.1% | +124.6% | -75.5% | +1.7% |
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 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