+46.3%
PPL vs RY
+126.4%
-80.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.2% |
| 7D | -1.0% | -3.0% | +2.0% | +0.1% |
| 30D | +3.0% | +6.3% | -3.2% | +0.6% |
| 3M | +1.1% | -2.6% | +3.7% | +2.0% |
| 6M | -0.8% | +13.9% | -14.7% | -6.1% |
| YTD | +3.5% | +21.7% | -18.2% | -5.0% |
| 1Y | -0.9% | +40.4% | -41.4% | -14.7% |
| 3Y | +54.2% | +161.3% | -107.1% | -2.6% |
| 5Y | +46.3% | +126.5% | -80.2% | -0.7% |
| All | +46.3% | +126.4% | -80.1% | -0.7% |
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