+12,882.1%
BLK vs PPG
+582.1%
+12,300.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -3.3% | -6.2% | +2.9% | +0.4% |
| 30D | -6.5% | -7.9% | +1.4% | -2.0% |
| 3M | +6.7% | -10.2% | +17.0% | +13.0% |
| 6M | +14.7% | +2.7% | +12.1% | +11.4% |
| YTD | +2.5% | +4.9% | -2.4% | -2.1% |
| 1Y | -2.8% | -3.2% | +0.4% | -3.1% |
| 3Y | +65.9% | -17.0% | +82.9% | +78.1% |
| 5Y | +33.0% | -23.3% | +56.3% | +47.1% |
| 10Y | +281.2% | +26.4% | +254.8% | +202.7% |
| All | +12,882.1% | +582.1% | +12,300.0% | +4,310.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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