+316.8%
BLK vs PPL
+65.3%
+251.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +12.9% | +4.3% | +8.6% | +10.5% |
| 3M | +8.6% | +2.9% | +5.6% | +6.8% |
| 6M | +13.9% | +1.1% | +12.8% | +12.6% |
| YTD | +16.1% | +4.5% | +11.6% | +12.1% |
| 1Y | +15.3% | +0.1% | +15.2% | +13.8% |
| 3Y | +96.5% | +55.7% | +40.8% | +50.7% |
| 5Y | +43.8% | +47.6% | -3.8% | +13.2% |
| 10Y | +316.8% | +66.8% | +249.9% | +202.2% |
| All | +316.8% | +65.3% | +251.4% | +202.2% |
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