+33.8%
BLK vs PCOR
-43.2%
+77.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.2% |
| 7D | -2.4% | -6.9% | +4.5% | -0.8% |
| 30D | -3.1% | -1.5% | -1.6% | -3.0% |
| 3M | +10.7% | +18.5% | -7.8% | +5.6% |
| 6M | +15.9% | -4.7% | +20.5% | +15.2% |
| YTD | +4.0% | -22.8% | +26.8% | +8.5% |
| 1Y | +1.3% | -20.7% | +22.0% | +4.4% |
| 3Y | +69.6% | -14.6% | +84.1% | +64.9% |
| 5Y | +33.8% | -40.7% | +74.5% | +27.8% |
| All | +33.8% | -43.2% | +77.0% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling