+33.0%
BLK vs PNR
-21.7%
+54.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -3.3% | -6.0% | +2.7% | 0.0% |
| 30D | -6.5% | -14.0% | +7.5% | +1.3% |
| 3M | +6.7% | -21.7% | +28.4% | +19.2% |
| 6M | +14.7% | -37.3% | +52.0% | +45.2% |
| YTD | +2.5% | -45.1% | +47.7% | +40.4% |
| 1Y | -2.8% | -49.1% | +46.4% | +39.4% |
| 3Y | +65.9% | -14.8% | +80.7% | +68.4% |
| All | +33.0% | -21.7% | +54.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 5y: compounded portfolio wealth divided by compounded PNR 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…
5y analysis · Full analysis span regression · 6 months rolling