+72.8%
BLK vs PL
+529.2%
-456.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | -3.6% | -9.3% | +5.7% | -2.9% |
| 30D | -1.0% | -18.9% | +17.9% | +0.6% |
| 3M | +10.4% | -58.4% | +68.7% | +17.6% |
| 6M | +8.2% | -30.3% | +38.5% | +8.9% |
| YTD | +6.0% | -8.1% | +14.1% | +3.5% |
| 1Y | +3.3% | +180.5% | -177.2% | -11.0% |
| All | +72.8% | +529.2% | -456.3% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling