+44.5%
BLK vs PCOR
-35.6%
+80.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.3% |
| 7D | -2.7% | -9.0% | +6.3% | -0.6% |
| 30D | -4.8% | -7.0% | +2.2% | -3.4% |
| 3M | +6.5% | +18.3% | -11.9% | +1.8% |
| 6M | +13.2% | -7.8% | +21.0% | +13.3% |
| YTD | +1.8% | -25.6% | +27.4% | +6.9% |
| 1Y | -1.0% | -22.7% | +21.7% | +2.5% |
| 3Y | +66.0% | -17.7% | +83.6% | +63.3% |
| 5Y | +31.2% | -42.0% | +73.3% | +24.9% |
| All | +44.5% | -35.6% | +80.1% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling