+65.9%
BLK vs PFG
+70.6%
-4.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.0% |
| 7D | -3.3% | -0.4% | -2.9% | -3.0% |
| 30D | -6.5% | +2.9% | -9.4% | -8.2% |
| 3M | +6.7% | +6.7% | 0.0% | +2.4% |
| 6M | +14.7% | +33.8% | -19.0% | -4.1% |
| YTD | +2.5% | +35.0% | -32.4% | -15.0% |
| 1Y | -2.8% | +46.4% | -49.2% | -23.4% |
| 3Y | +65.9% | +71.6% | -5.8% | +14.1% |
| All | +65.9% | +70.6% | -4.7% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling