+55.4%
BLK vs PL
+84.9%
-29.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | -3.6% | -9.3% | +5.7% | -2.8% |
| 30D | -1.0% | -18.9% | +17.9% | +0.9% |
| 3M | +10.4% | -58.4% | +68.7% | +18.9% |
| 6M | +8.2% | -30.3% | +38.5% | +9.0% |
| YTD | +6.0% | -8.1% | +14.1% | +3.2% |
| 1Y | +3.3% | +180.5% | -177.2% | -13.0% |
| 3Y | +70.3% | +444.1% | -373.9% | +23.2% |
| 5Y | +34.5% | +83.0% | -48.5% | +0.3% |
| All | +55.4% | +84.9% | -29.5% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling