-2.8%
BLK vs PBR
+74.3%
-77.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.5% |
| 7D | -3.3% | +5.4% | -8.7% | -2.7% |
| 30D | -6.5% | +22.9% | -29.4% | -4.4% |
| 3M | +6.7% | +19.6% | -12.9% | +8.9% |
| 6M | +14.7% | +16.5% | -1.7% | +15.8% |
| YTD | +2.5% | +86.7% | -84.1% | +1.8% |
| 1Y | -2.8% | +74.7% | -77.5% | -5.3% |
| All | -2.8% | +74.3% | -77.1% | -5.3% |
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