+49.2%
BLK vs PL
+75.7%
-26.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.8% |
| 7D | -2.7% | -13.9% | +11.2% | -1.3% |
| 30D | -4.8% | -25.5% | +20.7% | -2.2% |
| 3M | +6.5% | -44.8% | +51.2% | +11.9% |
| 6M | +13.2% | -33.3% | +46.5% | +14.6% |
| YTD | +1.8% | -12.7% | +14.5% | -0.5% |
| 1Y | -1.0% | +90.9% | -91.9% | -12.1% |
| 3Y | +66.0% | +528.5% | -462.5% | +17.7% |
| 5Y | +31.2% | +72.7% | -41.5% | -1.5% |
| All | +49.2% | +75.7% | -26.5% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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