+70.2%
BLK vs PL
+40.9%
+29.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | +3.7% | +10.0% | -6.3% | +2.7% |
| 30D | +13.9% | -2.3% | +16.2% | +13.8% |
| 3M | +3.9% | -44.2% | +48.1% | +9.3% |
| 6M | +13.0% | -66.1% | +79.1% | +23.3% |
| YTD | +16.1% | -30.0% | +46.1% | +15.4% |
| 1Y | +16.8% | +21.0% | -4.3% | +8.5% |
| 3Y | +97.7% | +516.5% | -418.9% | +39.3% |
| 5Y | +42.1% | +32.0% | +10.1% | +10.0% |
| All | +70.2% | +40.9% | +29.3% | +29.9% |
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