+5,353.4%
BLK vs PBR
+1,899.4%
+3,454.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.8% |
| 7D | -3.3% | +5.4% | -8.7% | -4.5% |
| 30D | -6.5% | +22.9% | -29.4% | -11.1% |
| 3M | +6.7% | +19.6% | -12.9% | +1.8% |
| 6M | +14.7% | +16.5% | -1.7% | +9.5% |
| YTD | +2.5% | +86.7% | -84.1% | -12.9% |
| 1Y | -2.8% | +74.7% | -77.5% | -16.3% |
| 3Y | +65.9% | +102.6% | -36.7% | +35.0% |
| 5Y | +33.0% | +566.6% | -533.6% | -22.8% |
| 10Y | +281.2% | +686.1% | -404.9% | +82.9% |
| All | +5,353.4% | +1,899.4% | +3,454.1% | +2,152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling