+50.5%
BLK vs PCOR
-30.9%
+81.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | +0.6% |
| 7D | -3.6% | -9.0% | +5.3% | -1.6% |
| 30D | -1.0% | +4.2% | -5.2% | -2.1% |
| 3M | +10.4% | +14.4% | -4.0% | +6.4% |
| 6M | +8.2% | +0.2% | +8.0% | +6.3% |
| YTD | +6.0% | -20.3% | +26.3% | +9.6% |
| 1Y | +3.3% | -16.1% | +19.5% | +5.0% |
| 3Y | +70.3% | -14.7% | +85.0% | +66.3% |
| 5Y | +34.5% | -43.2% | +77.6% | +26.0% |
| All | +50.5% | -30.9% | +81.5% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling