+278.5%
BLK vs PPL
+52.7%
+225.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -4.8% | -1.3% | -3.5% | -4.2% |
| 3M | +6.5% | -2.6% | +9.1% | +7.5% |
| 6M | +13.1% | -8.4% | +21.6% | +17.4% |
| YTD | +1.8% | +0.2% | +1.6% | +0.6% |
| 1Y | -1.0% | -0.2% | -0.7% | -2.1% |
| 3Y | +66.0% | +52.9% | +13.0% | +28.6% |
| 5Y | +31.2% | +36.8% | -5.6% | +7.7% |
| 10Y | +278.5% | +57.6% | +220.9% | +174.3% |
| All | +278.5% | +52.7% | +225.8% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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