+99.2%
BLK vs PPL
+53.7%
+45.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +4.1% | -1.2% | +5.3% | +4.4% |
| 30D | +12.2% | +4.2% | +8.0% | +11.0% |
| 3M | +7.4% | +1.5% | +5.9% | +7.0% |
| 6M | +13.2% | +1.0% | +12.1% | +12.6% |
| YTD | +15.4% | +4.4% | +11.0% | +12.7% |
| 1Y | +14.6% | +0.8% | +13.9% | +13.4% |
| 3Y | +99.2% | +56.5% | +42.8% | +60.7% |
| All | +99.2% | +53.7% | +45.5% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling