+3.3%
BLK vs PBR
+70.4%
-67.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.6% |
| 7D | -3.6% | +8.6% | -12.2% | -2.7% |
| 30D | -1.0% | +12.8% | -13.8% | +0.3% |
| 3M | +10.4% | +14.7% | -4.3% | +12.0% |
| 6M | +8.2% | +25.2% | -17.0% | +9.0% |
| YTD | +6.0% | +77.1% | -71.1% | +5.2% |
| 1Y | +3.3% | +69.6% | -66.2% | +1.6% |
| All | +3.3% | +70.4% | -67.0% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling