+14,528.9%
BLK vs PPL
+767.1%
+13,761.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +3.9% | -2.2% | +6.1% | +4.9% |
| 30D | +14.1% | +1.7% | +12.4% | +13.2% |
| 3M | +5.3% | +0.1% | +5.2% | +5.1% |
| 6M | +12.6% | -1.5% | +14.1% | +12.8% |
| YTD | +15.5% | +3.0% | +12.6% | +13.1% |
| 1Y | +13.6% | -1.4% | +15.0% | +13.2% |
| 3Y | +95.6% | +53.5% | +42.1% | +60.0% |
| 5Y | +41.4% | +46.4% | -5.0% | +17.9% |
| 10Y | +319.1% | +64.3% | +254.9% | +223.3% |
| All | +14,528.9% | +767.1% | +13,761.9% | +8,090.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling