+64.8%
BLK vs PCOR
-9.2%
+74.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +5.2% | +20.7% | -15.5% | +0.6% |
| 30D | +12.9% | +35.7% | -22.8% | +5.1% |
| 3M | +8.6% | +31.1% | -22.5% | +1.5% |
| 6M | +13.9% | +43.1% | -29.3% | +3.5% |
| YTD | +16.1% | +4.8% | +11.2% | +12.2% |
| 1Y | +15.3% | -3.7% | +19.0% | +13.8% |
| 3Y | +96.5% | +46.5% | +49.9% | +69.8% |
| 5Y | +43.8% | -17.3% | +61.1% | +26.3% |
| All | +64.8% | -9.2% | +74.0% | +45.8% |
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 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